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<p>In this paper, we define martingale transforms in the framework of Riesz spaces. We focus on the conditions under which these transforms are order convergent. We mainly establish the relationship between the order convergence of martingale transforms and the convergence of its quadratic variation.</p>

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Martingale transforms in Riesz spaces

  • 期刊论文

  • 发表日期：

    2025年2月12日

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  • Tarik Boukara,
  • Mounssif Niouar,
  • Driss Gretete,
  • Kawtar Ramdane

摘要

In this paper, we define martingale transforms in the framework of Riesz spaces. We focus on the conditions under which these transforms are order convergent. We mainly establish the relationship between the order convergence of martingale transforms and the convergence of its quadratic variation.