Search
Search results for
We found
2 results for you
-
A note on regular martingales in Riesz spaces
Item type: Journal Article • Journal: Quaestiones Mathematicae • Authors: Mareli Korostenski CoenraadC.A. LabuschagneWe consider regular martingales (i.e., martingales which can be written as differences of two positive martingales) in the measure-free setting of Riesz spaces. The aim of this note is to show that the space of such martingales is a Riesz... -
Doob's decomposition of set-valued submartingales via ordered near vector spaces
Item type: Journal Article • Journal: Quaestiones Mathematicae • Authors: CoenraadC.A. Labuschagne AndrewL. PinchuckWe use ideas from measure-free martingale theory and Rådström's completion of a near vector space to derive a Doob decomposition of submartingales in ordered near vector spaces. As a special cases thereof, we obtain the Doob decomposition of set-valued submartingales,...
