Quadratic Variation of Martingales in Riesz Spaces

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

Quadratic Variation of Martingales in Riesz Spaces

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

Matematica e Informatica

Risultato della ricerca: Article › peer 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 originale	English
pagine (da-a)	418-426
Numero di pagine	9
Rivista	Journal of Mathematical Analysis and Applications
Volume	410
Stato di pubblicazione	Published - 2014

All Science Journal Classification (ASJC) codes

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title = "Quadratic Variation of Martingales in Riesz Spaces",

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{\textquoteright}s sample function theorem, on convergence of the quadratic variation processes of martingales",

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journal = "Journal of Mathematical Analysis and Applications",

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AU - Marraffa, Valeria

AU - Labuschagne, Coenraad C.A.

AU - Grobler, Jacobus J.

PY - 2014

Y1 - 2014

N2 - 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

AB - 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

UR - http://hdl.handle.net/10447/96644

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VL - 410

SP - 418

EP - 426

JO - Journal of Mathematical Analysis and Applications

JF - Journal of Mathematical Analysis and Applications

SN - 0022-247X

ER -

Quadratic Variation of Martingales in Riesz Spaces

Abstract

All Science Journal Classification (ASJC) codes

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