条件弱鞅和条件N-弱鞅的上(下)穿不等式
Upcrossing and downcrossing inequalities for conditional demimartingales and conditional N-demimartingales
高玉峰 1冯德成2
作者信息
- 1. 甘肃省白银市第十中学,甘肃白银 730900;西北师范大学数学与统计学院,甘肃兰州 730070
- 2. 西北师范大学数学与统计学院,甘肃兰州 730070
- 折叠
摘要
利用条件弱鞅和条件N-弱鞅的性质,得到条件弱鞅的上穿不等式和条件N-弱鞅的下穿不等式,推广已有文献中的相关结果.
Abstract
According to the property of conditional demimartingales and conditional N-demimartingales,the upcrossing inequalities for conditional demimartingales and the downcrossing inequalities for conditional N-demimartingales are obtained.These results gen-eralize the relevant results in the existing literatures.
关键词
条件弱鞅/条件N-弱鞅/上穿不等式/下穿不等式Key words
conditional demimartingale/conditional N-demimartingale/upcrossing inequality/downcrossing inequality引用本文复制引用
出版年
2024
NETL
NSTL
万方数据