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Chow-Type Maximal Inequality for Conditional Demimartingales and Its Applications 被引量:1
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作者 Xuejun WANG Shijie WANG +1 位作者 Chen XU Shuhe HU 《Chinese Annals of Mathematics,Series B》 SCIE CSCD 2015年第6期957-968,共12页
In this paper,the Chow-type maximal inequality for conditional demimartingales is established.By using the Chow-type maximal inequality,the authors provide the maximal inequality for conditional demimartingales based ... In this paper,the Chow-type maximal inequality for conditional demimartingales is established.By using the Chow-type maximal inequality,the authors provide the maximal inequality for conditional demimartingales based on concave Young functions.At last,the moment inequalities for conditional demimartingales are established. 展开更多
关键词 conditional demimartingales Chow-type maximal inequality ConcaveYoung functions
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