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
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
Journal title :
Stochastic Processes and their Applications