Continuous stochastic processes in Riesz spaces: the Doob-Meyer decomposition

被引：21

作者：

Grobler, J. J. ^{[1
]}

机构：

[1] North West Univ, Potchefstroom, South Africa

来源：

POSITIVITY | 2010年 / 14卷 / 04期

关键词：

Vector lattice; Stochastic process with continuous parameter; Doob-Meyer decomposition; Submartingale; CONVERGENCE; MARTINGALES; LATTICES; THEOREM;

D O I：

10.1007/s11117-010-0088-2

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

We study those aspects of continuous stochastic processes in Riesz spaces that enable us to state and prove the Doob-Meyer decomposition theorem for submartingales. We use the concepts developed for countable processes by Kuo, Labuschagne and Watson.

引用

页码：731 / 751

页数：21

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