Salta al contenuto principale
Passa alla visualizzazione normale.


Quadratic Variation of Martingales in Riesz Spaces

  • Autori: Grobler,J; Labuschagne,C; Marraffa,V.
  • Anno di pubblicazione: 2014
  • Tipologia: Articolo in rivista (Articolo in rivista)
  • OA Link:


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 Austin’s sample function theorem, on convergence of the quadratic variation processes of martingales