西北师范大学学报(自然科学版)Issue(1):24-26,60,4.
条件半鞅的极小值不等式
On some minimal inequalities for conditional demimartingals
摘要
Abstract
Some minimal inequalities for conditional demi (sub)martingales and nonnegative conditional demimartingales are established ,w hich generalizes and improves the minimal inequalitie for the sequence from {cnSn ,n≥1} to {cng(Sn) ,n≥1} ,where the sequence{Sn ,n≥1}is a nonnegative F‐demimartingale ,{cn ,n≥1} is a nondecreasing positive F‐measurable ranbom variable sequence , and g is a nondecreasing convex function .关键词
半鞅/F-半鞅/极小值不等式Key words
demimartingales/conditional demimartingales/minimal inequalities分类
数理科学引用本文复制引用
冯德成,陈彩龙,蒋文君..条件半鞅的极小值不等式[J].西北师范大学学报(自然科学版),2015,(1):24-26,60,4.基金项目
西北师范大学青年教师科研能力提升计划项目 ()