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Teoriya Veroyatnostei i ee Primeneniya, 1996, Volume 41, Issue 2, Pages 300–309
DOI: https://doi.org/10.4213/tvp2935 (Mi tvp2935) 		 
On the invariance of some martingale inequalities for the processes of more general kind

I. V. Pavlov

N. E. Bauman Moscow State Technical University
Full-text PDF (627 kB)
DOI: https://doi.org/10.4213/tvp2935
Abstract: A generalization of some inequalities for sub(super)martingales is presented for a wider class of processes with additional restrictions on the stopping set.
Keywords: martingale, sub(super)martingale, Markov time, Markov timeof the first passage, stopping set.
Received: 30.12.1993
English version:
Theory of Probability and its Applications, 1997, Volume 41, Issue 2, Pages 288–295
DOI: https://doi.org/10.1137/S0040585X97975496
Bibliographic databases:
Language: Russian
Citation: I. V. Pavlov, “On the invariance of some martingale inequalities for the processes of more general kind”, Teor. Veroyatnost. i Primenen., 41:2 (1996), 300–309; Theory Probab. Appl., 41:2 (1997), 288–295
Citation in format AMSBIB
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\paper On the invariance of some martingale inequalities for the processes of more general kind
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\issue 2
\pages 300--309
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\transl
\jour Theory Probab. Appl.
\yr 1997
\vol 41
\issue 2
\pages 288--295
\crossref{https://doi.org/10.1137/S0040585X97975496}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1997XM80000007}
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  • https://www.mathnet.ru/eng/tvp/v41/i2/p300
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    		Теория вероятностей и ее применения Theory of Probability and its Applications
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