Jensen’s and martingale inequalities in Riesz spaces
Loading...
Date
Authors
Grobler, Jacobus
Researcher ID
Supervisors
Journal Title
Journal ISSN
Volume Title
Publisher
Elsevier
Record Identifier
Abstract
A functional calculus is defined and used to prove Jensen’s inequality for conditional expectations acting
on Riesz spaces. Upcrossing inequalities, martingale inequalities and Doob’s L p-inequality for continuous
time martingales and submartingales are proved
Sustainable Development Goals
Description
Citation
Grobler, J. 2014. Jensen’s and martingale inequalities in Riesz spaces. Indagationes mathematicae, 25(2):275-295. [https://doi.org/10.1016/j.indag.2013.02.003]