Abstract:
A generalization of some inequalities for sub(super)martingales is presented for a wider class of processes with additional restrictions on the stopping set.
Keywords:
martingale, sub(super)martingale, Markov time, Markov timeof the first passage, stopping set.
Citation:
I. V. Pavlov, “On the invariance of some martingale inequalities for the processes of more general kind”, Teor. Veroyatnost. i Primenen., 41:2 (1996), 300–309; Theory Probab. Appl., 41:2 (1997), 288–295
\Bibitem{Pav96}
\by I.~V.~Pavlov
\paper On the invariance of some martingale inequalities for the processes of more general kind
\jour Teor. Veroyatnost. i Primenen.
\yr 1996
\vol 41
\issue 2
\pages 300--309
\mathnet{http://mi.mathnet.ru/tvp2935}
\crossref{https://doi.org/10.4213/tvp2935}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1445753}
\zmath{https://zbmath.org/?q=an:0882.60016}
\transl
\jour Theory Probab. Appl.
\yr 1997
\vol 41
\issue 2
\pages 288--295
\crossref{https://doi.org/10.1137/S0040585X97975496}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1997XM80000007}
Citation in format AMSBIB
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