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Doob’s optional sampling theorem in Riesz spaces

Doob’s optional sampling theorem in Riesz spaces The notions of stopping times and stopped processes for continuous stochastic processes are defined and studied in the framework of Riesz spaces. This leads to a formulation and proof of Doob’s optional sampling theorem. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Positivity Springer Journals

Doob’s optional sampling theorem in Riesz spaces

Positivity , Volume 15 (4) – Feb 17, 2011

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References (29)

Publisher
Springer Journals
Copyright
Copyright © 2011 by Springer Basel AG
Subject
Mathematics; Potential Theory; Operator Theory; Fourier Analysis; Econometrics; Calculus of Variations and Optimal Control; Optimization
ISSN
1385-1292
eISSN
1572-9281
DOI
10.1007/s11117-011-0114-z
Publisher site
See Article on Publisher Site

Abstract

The notions of stopping times and stopped processes for continuous stochastic processes are defined and studied in the framework of Riesz spaces. This leads to a formulation and proof of Doob’s optional sampling theorem.

Journal

PositivitySpringer Journals

Published: Feb 17, 2011

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