Geodesic
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. 
@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},
     publisher = {mathdoc},
     volume = {41},
     number = {2},
     year = {1996},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1996_41_2_a4/}
}
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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/