Markov processes on Riesz spaces

Markov processes on Riesz spaces

Measure-free discrete time stochastic processes in Riesz spaces were formulated and studied by Kuo, Labuschagne and Watson. Aspects relating martingales, stopping times, convergence of these processes as well as various decomposition were considered. Here we formulate and study Markov processes in a...

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Veröffentlicht in:arXiv.org 2017-07
Hauptverfasser: Vardy, Jessica Joy, Watson, Bruce Alastair
Format: Artikel
Sprache:eng
Schlagworte:
Markov processes
Martingales
Mathematics - Probability
Stochastic processes
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Zusammenfassung:Measure-free discrete time stochastic processes in Riesz spaces were formulated and studied by Kuo, Labuschagne and Watson. Aspects relating martingales, stopping times, convergence of these processes as well as various decomposition were considered. Here we formulate and study Markov processes in a measure-free Riesz space setting.
ISSN:2331-8422
DOI:10.48550/arxiv.1707.01054