Stochastic processes in Rieszspaces Bruce Watson University of the by gzy18727


									                         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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