Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
6418790 | Journal of Mathematical Analysis and Applications | 2014 | 9 Pages |
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
Authors
Jacobus J. Grobler, Coenraad C.A. Labuschagne, Valeria Marraffa,