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

被引：0

作者：

J. J. Grobler

机构：

[1] North-West University,

来源：

Positivity | 2010年 / 14卷

关键词：

Vector lattice; Stochastic process with continuous parameter; Doob–Meyer decomposition; Submartingale; 06F20; 46A40; 60G44; 60G07;

D O I：

暂无

中图分类号：

学科分类号：

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：20

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