Title of article
Some inequalities for p-variations of martingales
Author/Authors
Fan، نويسنده , , Ming، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2004
Pages
13
From page
189
To page
201
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
Serial Year
2004
Journal title
Stochastic Processes and their Applications
Record number
1577337
Link To Document