Fuk's inequalities for stochastic fields of reversed martingales (Q1177564)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Fuk's inequalities for stochastic fields of reversed martingales |
scientific article; zbMATH DE number 20692
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fuk's inequalities for stochastic fields of reversed martingales |
scientific article; zbMATH DE number 20692 |
Statements
Fuk's inequalities for stochastic fields of reversed martingales (English)
0 references
26 June 1992
0 references
Let \(\{X_ n, n\in\mathbb{Z}^ d\}\) be a family of random variables adapted to a backward filtration \(\{{\mathcal F}_ n, n\in \mathbb{Z}^ d\}\) whereas the usual partial ordering in \(\mathbb{Z}^ d\) is adopted. Let, for any \(m,n\in\mathbb{Z}^ d\) with \(m<n\), \(E(X_ m\mid {\mathcal F}_ n)=0\) a.s. hold. Several inequalities for the backward martingale \(S_ n=\sum_{k\geq n}X_ k\) are proved.
0 references
martingales with multidimensional parameters
0 references
martingale inequalities
0 references
backward filtration
0 references
backward martingale
0 references
0.8833832
0 references
0.88066447
0 references
0.87917775
0 references
0.8775976
0 references
0.8755499
0 references
0.87544155
0 references