Doob's optional sampling theorem in Reisz spaces
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Grobler, Jacobus Johannes
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Springer
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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.
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Special issue in memoriam of Charalambos D. Aliprantis.
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Grobler, J.J. 2011. Doob's optional sampling theorem in Reisz spaces. Positivity, 15:617-637. [http://link.springer.com/journal/11117]