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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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