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: http://hdl.handle.net/10447/96644
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 Austin’s sample function theorem, on convergence of the quadratic variation processes of martingales