| dc.contributor.author | Grobler, Jacobus Johannes | |
| dc.date.accessioned | 2012-11-28T10:12:36Z | |
| dc.date.available | 2012-11-28T10:12:36Z | |
| dc.date.issued | 2011 | |
| dc.identifier.citation | Grobler, J.J. 2011. Doob's optional sampling theorem in Reisz spaces. Positivity, 15:617-637. [http://link.springer.com/journal/11117] | en_US |
| dc.identifier.issn | 1385-1292 | |
| dc.identifier.issn | 1572-9281 (Online) | |
| dc.identifier.uri | http://hdl.handle.net/10394/7791 | |
| dc.description | Special issue in memoriam of Charalambos D. Aliprantis. | en_US |
| dc.description.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. | en_US |
| dc.description.uri | http://dx.doi.org/10.1007/s11117-011-0114-z | |
| dc.language.iso | en | en_US |
| dc.publisher | Springer | en_US |
| dc.subject | Stochastic process with continuous parameter | en_US |
| dc.subject | vector lattice | en_US |
| dc.subject | stopping time | en_US |
| dc.subject | stopped process | en_US |
| dc.subject | conditional expectation | en_US |
| dc.subject | Martingale uniqueness | en_US |
| dc.title | Doob's optional sampling theorem in Reisz spaces | en_US |
| dc.type | Article | en_US |
| dc.contributor.researchID | 10173501 - Grobler, Jacobus Johannes | |
