Doob’s optional sampling theorem in Riesz spaces View Full Text


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Article Info

DATE

2011-02-17

AUTHORS

J. J. Grobler

ABSTRACT

The notions of stopping times and stopped processes for continuous stochastic processes are defined and studied in the framework of Riesz spaces. This leads to a formulation and proof of Doob’s optional sampling theorem.

PAGES

617-637

References to SciGraph publications

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/s11117-011-0114-z

DOI

http://dx.doi.org/10.1007/s11117-011-0114-z

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1019475932


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