Stochastic processes in Rieszspaces Bruce Watson University of the by gzy18727

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									                         Stochastic processes in Riesz spaces

                                      Bruce Watson

                  University of the Witwatersrand, South Africa

The classical setting for stochastic processes is in L1 , over the past 5 years Kuo, Labuschagne
and Watson have been extending this theory to a Riesz space setting. In this talk a review
will be given of this extension as it currently stands. In particular discrete-time martin-
gale theory, martingale and reverse martingale convergence, optional stopping, ergodic
theory, the theory of amarts, and the martigale transform will be discussed in the Riesz
space context.

								
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