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Doob's optional sampling theorem in Reisz spaces

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dc.contributor.author Grobler, Jacobus Johannes
dc.date.accessioned 2012-11-28T10:12:36Z
dc.date.available 2012-11-28T10:12:36Z
dc.date.issued 2011
dc.identifier.citation Grobler, J.J. 2011. Doob's optional sampling theorem in Reisz spaces. Positivity, 15:617-637. [http://link.springer.com/journal/11117] en_US
dc.identifier.issn 1385-1292
dc.identifier.issn 1572-9281 (Online)
dc.identifier.uri http://hdl.handle.net/10394/7791
dc.description Special issue in memoriam of Charalambos D. Aliprantis. en_US
dc.description.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. en_US
dc.description.uri http://dx.doi.org/10.1007/s11117-011-0114-z
dc.language.iso en en_US
dc.publisher Springer en_US
dc.subject Stochastic process with continuous parameter en_US
dc.subject vector lattice en_US
dc.subject stopping time en_US
dc.subject stopped process en_US
dc.subject conditional expectation en_US
dc.subject Martingale uniqueness en_US
dc.title Doob's optional sampling theorem in Reisz spaces en_US
dc.type Article en_US


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