Title of article :
Some inequalities for p-variations of martingales
Author/Authors :
Fan، نويسنده , , Ming، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2004
Abstract :
Some known inequalities concerning p-variations and conditional p-variations for discrete parameter martingales are sharpened and carried over in the more general context.
Keywords :
Conditional p-variation , Martingale inequality , p-Variation , Rearrangement invariant , Sharp operator
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications
