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    Doob's optional sampling theorem in Reisz spaces

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    Doobsobsional art%3A10.1007%2Fs11117-011-0114-z.pdf (205.4Kb)
    Date
    2011
    Author
    Grobler, Jacobus Johannes
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    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.
    URI
    http://hdl.handle.net/10394/7791
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    • Faculty of Natural and Agricultural Sciences [4782]

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