Riesz Space and Fuzzy Upcrossing Theorems

Abstract

In our earlier paper, Discrete-time stochastic processes on Riesz spaces, we introduced the concepts of conditional expectations, martingales and stopping times on Dedekind complete Riesz space with weak order units. Here we give a construction of stopping times from sequences in a Riesz space and are consequently able to prove a Riesz space uperossing theorem which is applicable to fuzzy processes.