Quadratic Variation of Martingales in Riesz Spaces

Valeria Marraffa, Coenraad C.A. Labuschagne, Jacobus J. Grobler

Risultato della ricerca: Articlepeer review

12 Citazioni (Scopus)

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 Austin’s sample function theorem, on convergence of the quadratic variation processes of martingales
Lingua originaleEnglish
pagine (da-a)418-426
Numero di pagine9
RivistaJournal of Mathematical Analysis and Applications
Volume410
Stato di pubblicazionePublished - 2014

All Science Journal Classification (ASJC) codes

  • Analysis
  • Applied Mathematics

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