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.
Pages to are hidden for
"Stochastic processes in Rieszspaces Bruce Watson University of the"Please download to view full document