Jensen’s and martingale inequalities in Riesz spaces

dc.contributor.author	Grobler, Jacobus
dc.contributor.researchID	10173501 - Grobler, Jacobus Johannes
dc.date.accessioned	2016-01-26T08:52:27Z
dc.date.available	2016-01-26T08:52:27Z
dc.date.issued	2014
dc.description.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	en_US
dc.identifier.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]	en_US
dc.identifier.issn	0019-3577
dc.identifier.uri	http://hdl.handle.net/10394/16032
dc.identifier.uri	https://doi.org/10.1016/j.indag.2013.02.003
dc.identifier.uri	https://www.sciencedirect.com/science/article/pii/S0019357713000141
dc.language.iso	en	en_US
dc.publisher	Elsevier	en_US
dc.subject	Vector lattice	en_US
dc.subject	Stochastic process	en_US
dc.subject	Jensen’s inequality	en_US
dc.subject	Doob’s L p-inequality	en_US
dc.subject	Doob’s maximal inequality	en_US
dc.subject	Upcrossing theorem	en_US
dc.subject	Downcrossing theorem	en_US
dc.title	Jensen’s and martingale inequalities in Riesz spaces	en_US
dc.type	Article	en_US

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