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
Link To Document :
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