Exponential integrability of martingales

被引：3

作者：

Ho, Kwok-Pun ^{[1
]}

机构：

[1] Educ Univ Hong Kong, Dept Math & Informat Technol, Tai Po, 10 Lo Ping Rd, Hong Kong, Peoples R China

来源：

QUAESTIONES MATHEMATICAE | 2019年 / 42卷 / 02期

关键词：

Martingale; maximal function; quadratic variation; Orlicz spaces; exponential integrability; EMBEDDINGS;

D O I：

10.2989/16073606.2018.1443169

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

We obtain the exponential integrability of the maximal function, the quadratic variation and the conditional quadratic variation of bounded martingales and exponential integrable martingales.

引用

页码：201 / 206

页数：6

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