Browsing Research Output by Subject "Quadratic variation"

Now showing items 1-2 of 2

    • The quadratic variation of continuous time stochastic processes in vector lattices 

      Grobler, Jacobus J.; Labuschagne, Coenraad C.A. (Elsevier, 2017)
      We define and study order continuity, topological continuity, γ-Hölder-continuity and Kolmogorov–Čentsov-continuity of continuous-time stochastic processes in vector lattices and show that every such kind of continuous ...

    • Quadratic variation of martingales in Riesz spaces 

      Grobler, Jacobus J.; Labuschagne, Coenraad C.A.; Marraffa, Valeria (Elsevier, 2014)
      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 Austinʼs sample function theorem, ...