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

页码：671 / 682

页数：11