Title of article
On the Rosenthalʹs inequality for locally square integrable martingales
Author/Authors
Ren، نويسنده , , Yao-Feng and Tian، نويسنده , , Fan Ji، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
10
From page
107
To page
116
Abstract
Moment inequalities for locally square integrable martingales are considered. The growth rates of the constants in Rosenthalʹs inequality for locally square integrable martingales and Burkholder–Gundy inequality for martingales with symmetric jumps are given.
Keywords
Locally square integrable martingale , Rosenthalיs inequality , Stopping time , Burkholder–Gundy inequality , Supermartingale
Journal title
Stochastic Processes and their Applications
Serial Year
2003
Journal title
Stochastic Processes and their Applications
Record number
1577187
Link To Document