Some inequalities for tree martingales

被引：2
|
作者：
He T.-J. [1 ]
Hou Y.-L. [2 ]
机构：
[1] College of Mathematics and Computer Science, Fuzhou University
[2] School of Mathematics and Statistics, Wuhan University
来源：
Acta Mathematicae Applicatae Sinica | 2005年 / 21卷 / 4期
基金：
中国国家自然科学基金;
关键词：
Conditional quadratic variation; Quadratic variation; Tree martingale;
D O I：
10.1007/s10255-005-0274-3
中图分类号：
学科分类号：
摘要：
In this paper we study tree martingales and proved that if 1 ≤ α, β < ∞, 1 ≤ p < ∞ then for every predictable tree martingale f = (f t, t T) and E[σ (P)(f)] < ∞, E[ S (P)(f)] < ∞, it holds that ∥(S t(p) (f), t ε T∥Mα∞ ≤ C αβ∥f∥Pαβ, ∥(σt(p) (f), t ε T∥ Mα∞ ≤ Cαβ∥f∥ Pαβ where C αβ depends only on α and β. © Springer-Verlag 2005.
引用
收藏
页码：671 / 682
页数：11
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