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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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