Inequalities for random fields
作者:
Michael Lawson Green,
期刊:
Stochastic Analysis and Applications
(Taylor Available online 1998)
卷期:
Volume 16,
issue 3
页码: 463-500
ISSN:0736-2994
年代: 1998
DOI:10.1080/07362999808809544
出版商: Marcel Dekker, Inc.
数据来源: Taylor
摘要:
This paper gives extensions of the Doob and Burkholder inequalities for certain classes of random fields. The Brennan-Doob inequality for V-quasimartingales is extended to the case p > 1 and is shown to hold for the class of decomposable processes satisfying the Doob inequality of Wong and Zakai [10]. A Doob inequality for the class ofi-martingales having finite quadratic variation in the non-martingale coordinate is shown. For the class of quasi martingales having independent increments two Burkholder-type inequalities are derived
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