Reverse Martingales in Riesz Spaces

被引:0
|
作者
Korostenski, Mareli [1 ]
Labuschagne, Coenraad C. A. [2 ]
Watson, Bruce A. [3 ]
机构
[1] Univ Witwatersrand, Sch Math, Private Bag 3, ZA-2050 Po Wits, South Africa
[2] Univ Witwatersrand, Sch Computat & Appl Math, ZA-2050 Po Wits, South Africa
[3] Univ Witwatersrand, Sch Math, Ctr Appl Anal & Number Theory, ZA-2050 Po Wits, South Africa
关键词
Reverse filtration; reverse martingales; Riesz space; CONVERGENCE; LATTICES;
D O I
暂无
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
Reverse martingales in the measure-free setting of Dedekind complete Riesz spaces are considered. The space of such reverse martingales is shown to be a Dedekind complete Riesz space with respect to its natural ordering. By means of a reverse upcrossing theorem, we characterize the convergent reverse (sub, super) martingales in Dedekind complete Riesz spaces with weak order units.
引用
收藏
页码:213 / +
页数:3
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