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

Grobler, J., Labuschagne, C., Marraffa, V. (2014). Quadratic Variation of Martingales in Riesz Spaces. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 410(1), 418-426 [10.1016/j.jmaa.2013.08.037].

Quadratic Variation of Martingales in Riesz Spaces

MARRAFFA, Valeria
2014-01-01

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
2014
Grobler, J., Labuschagne, C., Marraffa, V. (2014). Quadratic Variation of Martingales in Riesz Spaces. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 410(1), 418-426 [10.1016/j.jmaa.2013.08.037].
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10447/96644
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