16.10.2025
Mini School “Stochastic processes in Riesz spaces”
The classical conditional expectation operator on the Riesz space of all integrable functions on a probability space can be fully characterized by order theoretical notions. This serves as the motivation to introduce conditional expectation operators on suitable classes of Riesz spaces and use this to study stochastic notions in this abstract setting. The Mini School aims to give an introduction to this theory. In the second part, the state of the art of recent developments on stochastic processes in Riesz spaces is presented.
Speaker
Prof. Dr. Bruce A. Watson
(University of the Witwatersrand, School of Mathematics, Johannesburg, South Africa)
Programme
WED, 29 Oct. 2025 |
Room WIL C 104 |
Coffee, cake, and ordered structures: During this first session, in a relaxed atmosphere along with some coffee, cake, and tea, we will discuss the question “Why stochastic notions in Riesz spaces?” Moreover, some preliminaries required for the subsequent lectures will be collected, depending on the participants' knowledge. |
|
THU, 30 Oct. 2025 16:40 |
Room WIL C 104 |
Lecture I: Conditional expectation operators on Riesz spaces |
|
MON, 3 Nov. 2025 |
Room WIL C 206 |
Lecture II: |
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TUE, 4 Nov. 2025 16:40 |
Room WIL C 206 |
Lecture III: Stochastic processes in Riesz spaces II |
Contact: PD Dr. Anke Kalauch