Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4672970 | Indagationes Mathematicae | 2014 | 21 Pages |
Abstract
A functional calculus is defined and used to prove Jensen’s inequality for conditional expectations acting on Riesz spaces. Upcrossing inequalities, martingale inequalities and Doob’s LpLp-inequality for continuous time martingales and submartingales are proved.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Jacobus Grobler,