On the Ratio Inequalities for Locally Square Integrable Martingales
局部平方可积鞅的比值不等式(英文)
摘要
In this paper, we establish some ratio inequalities for locally square inte-grable martingales, and give some extensions of the related results for continuous local martingales.
本文对局部平方可积鞅建立了几个比值不等式,推广了连续鞅的相应结果.
基金
Science Research Foundation of Naval University of Engineering(E307).
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