Some inequalities for martingales and stochastic convolutions
作者:
Akira Ichikawa,
期刊:
Stochastic Analysis and Applications
(Taylor Available online 1986)
卷期:
Volume 4,
issue 3
页码: 329-339
ISSN:0736-2994
年代: 1986
DOI:10.1080/07362998608809094
出版商: Marcel Dekker, Inc.
数据来源: Taylor
摘要:
We give a stopped Doob inequality for a right continuous martingale in Hilbert space,, Using this we obtain inequalities for p-th moments with 0 < p < in terms of the Meyer process and the quadratic variation of the pure jump part. We also consider the convolution of a contraction type semigroup and a right continuous martingale and obtain inequalities similar to those of a martingale
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