Article ID Journal Published Year Pages File Type
6418790 Journal of Mathematical Analysis and Applications 2014 9 Pages PDF
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 Austinʼs sample function theorem, on convergence of the quadratic variation processes of martingales.

Related Topics
Physical Sciences and Engineering Mathematics Analysis
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