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
- ???subjectarea.asjc.2600.2603???
- ???subjectarea.asjc.2600.2604???