| dc.contributor.author | Grobler, Jacobus J. | |
| dc.contributor.author | Labuschagne, Coenraad C.A. | |
| dc.contributor.author | Marraffa, Valeria | |
| dc.date.accessioned | 2016-02-23T09:29:40Z | |
| dc.date.available | 2016-02-23T09:29:40Z | |
| dc.date.issued | 2014 | |
| dc.identifier.citation | Grobler, J.J. et al. 2014. Quadratic variation of martingales in Riesz spaces. Journal of mathematical analysis and applications, 410:418-426. [https://doi.org/10.1016/j.jmaa.2013.08.037] | en_US |
| dc.identifier.issn | 0022-247X | |
| dc.identifier.uri | http://hdl.handle.net/10394/16394 | |
| dc.identifier.uri | https://doi.org/10.1016/j.jmaa.2013.08.037 | |
| dc.identifier.uri | https://www.sciencedirect.com/science/article/pii/S0022247X13007774 | |
| dc.description.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 Austinʼs sample function theorem, on convergence of the quadratic variation processes of martingales | en_US |
| dc.description.sponsorship | National Research Foundation of South Africa (Grant specific unique reference number (UID) 85672) and by GNAMPA of Italy (U 2012/000574 20/07/2012 and U 2012/000388 09/05/2012) | en_US |
| dc.language.iso | en | en_US |
| dc.publisher | Elsevier | en_US |
| dc.subject | Austinʼs theorem | en_US |
| dc.subject | Martingale | en_US |
| dc.subject | Measure-free stochastic processes | en_US |
| dc.subject | Quadratic variation | en_US |
| dc.subject | Riesz space | en_US |
| dc.subject | Vector lattice | en_US |
| dc.title | Quadratic variation of martingales in Riesz spaces | en_US |
| dc.type | Article | en_US |
| dc.contributor.researchID | 10173501 - Grobler, Jacobus Johannes | |
