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Markov processes and Martingale generalisations on Riesz spaces

A dissertation submitted to the Faculty of Science, University of the Witwatersrand, in fulfillment of the requirements for the degree of Doctor of Philosophy, April 2013. / In a series of papers by Wen-Chi Kuo, Coenraad Labuschagne and Bruce
Watson results of martingale theory were generalised to the abstract setting
of Riesz spaces. This thesis presents a survey of those results proved and aims
to expand upon the work of these authors. In particular, independence results
will be considered and these will be used to generalise well known results in
the theory of Markov processes to Riesz spaces.
Mixingales and quasi-martingales will be translated to the Riesz space
setting.

Identiferoai:union.ndltd.org:netd.ac.za/oai:union.ndltd.org:wits/oai:wiredspace.wits.ac.za:10539/12905
Date25 July 2013
CreatorsVardy, Jessica Joy
Source SetsSouth African National ETD Portal
LanguageEnglish
Detected LanguageEnglish
TypeThesis
Formatapplication/pdf

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