Search results for "measure-free stochastic processes"

showing 1 items of 1 documents

Quadratic variation of martingales in Riesz spaces

2014

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 http://www.journals.elsevier.com/journal-of-mathematical-analysis-and-applications/ http://dx.doi.org/10.1016/j.jmaa.2013.08.037 National Research Foundation of South Africa (Grant specific unique reference number (UID) 85672) and by GNAMPA of Italy (U 2012/000574 20/07/2012 and U 2012/000388 09/05/2012)

Discrete mathematicsPure mathematicsRiesz potentialRiesz representation theoremApplied MathematicsmartingaleRiesz spaceRiesz spacevector latticeQuadratic variationquadratic variationM. Riesz extension theoremSettore MAT/05 - Analisi MatematicaAustin’s theorem Martingale Measure-free stochastic processes Quadratic variation Riesz space Vector latticemeasure-free stochastic processesAustinʼs theoremMartingale (probability theory)AnalysisMathematics
researchProduct