On the invariance of some martingale inequalities for the processes of more general kind
Teoriâ veroâtnostej i ee primeneniâ, Tome 41 (1996) no. 2, pp. 300-309
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A generalization of some inequalities for sub(super)martingales is presented for a wider class of processes with additional restrictions on the stopping set.
Mots-clés :
martingale
Keywords: sub(super)martingale, Markov time, Markov timeof the first passage, stopping set.
Keywords: sub(super)martingale, Markov time, Markov timeof the first passage, stopping set.
@article{TVP_1996_41_2_a4,
author = {I. V. Pavlov},
title = {On the invariance of some martingale inequalities for the processes of more general kind},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {300--309},
year = {1996},
volume = {41},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1996_41_2_a4/}
}
I. V. Pavlov. On the invariance of some martingale inequalities for the processes of more general kind. Teoriâ veroâtnostej i ee primeneniâ, Tome 41 (1996) no. 2, pp. 300-309. http://geodesic.mathdoc.fr/item/TVP_1996_41_2_a4/