Continuous stochastic processes in Riesz spaces: the Doob–Meyer decomposition View Full Text


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Article Info

DATE

2010-10-07

AUTHORS

J. J. Grobler

ABSTRACT

We study those aspects of continuous stochastic processes in Riesz spaces that enable us to state and prove the Doob–Meyer decomposition theorem for submartingales. We use the concepts developed for countable processes by Kuo, Labuschagne and Watson.

PAGES

731-751

References to SciGraph publications

  • 2005-09. Martingales in Banach Lattices in POSITIVITY
  • 1974. Banach Lattices and Positive Operators in NONE
  • 2008-10-04. An Andô-Douglas type theorem in Riesz spaces with a conditional expectation in POSITIVITY
  • 2004. Riesz Space and Fuzzy Upcrossing Theorems in SOFT METHODOLOGY AND RANDOM INFORMATION SYSTEMS
  • 1991. Banach Lattices in NONE
  • Identifiers

    URI

    http://scigraph.springernature.com/pub.10.1007/s11117-010-0088-2

    DOI

    http://dx.doi.org/10.1007/s11117-010-0088-2

    DIMENSIONS

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