Chow-Type Maximal Demimartingales Inequality for Conditional and Its Applications

Chow-Type Maximal Demimartingales Inequality for Conditional and Its Applications

In this paper, the Chow-type maximal inequality for conditional demimartingales is established. By using the Chow-type maximal inequality, the authors provide the maximal inequality for conditional demimartingales based on concave Young functions. At last, the moment inequalities for conditional dem...

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Veröffentlicht in:数学年刊：B辑英文版 2015 (6), p.957-968
1. Verfasser: Xuejun WANG Shijie WANG Chen XU Shuhe HU
Format: Artikel
Sprache:eng
Schlagworte:
Cho
应用
极大值
矩不等式
等式条件
鞅
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Zusammenfassung:In this paper, the Chow-type maximal inequality for conditional demimartingales is established. By using the Chow-type maximal inequality, the authors provide the maximal inequality for conditional demimartingales based on concave Young functions. At last, the moment inequalities for conditional demimartingales are established.
ISSN:0252-9599
1860-6261