• Title of article

    Quadratic variation of martingales in Riesz spaces

  • Author/Authors

    Grobler، نويسنده , , Jacobus J. and Labuschagne، نويسنده , , Coenraad C.A. and Marraffa، نويسنده , , Valeria، نويسنده ,

  • Issue Information
    دوهفته نامه با شماره پیاپی سال 2014
  • Pages
    9
  • From page
    418
  • To page
    426
  • Abstract
    We derive quadratic variation inequalities for discrete-time martingales, sub- and supermartingales in the measure-free setting of Riesz spaces. Our main result is a Riesz space analogue of Austinʼs sample function theorem, on convergence of the quadratic variation processes of martingales.
  • Keywords
    Quadratic variation , Riesz space , Austin?s theorem , Martingale , Measure-free stochastic processes , Vector lattice
  • Journal title
    Journal of Mathematical Analysis and Applications
  • Serial Year
    2014
  • Journal title
    Journal of Mathematical Analysis and Applications
  • Record number

    1564073