Some new \(\Phi \)-moment martingale inequalities associated with concave functions (Q423669): Difference between revisions

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Some new \(\Phi\)-moment inequalities are proved for martingales, where \(\Phi\) is a concave function. The main method in the proof is the atomic decomposition.
Property / review text: Some new \(\Phi\)-moment inequalities are proved for martingales, where \(\Phi\) is a concave function. The main method in the proof is the atomic decomposition. / rank
 
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Property / reviewed by
 
Property / reviewed by: Ferenc Weisz / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 60G42 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 60G46 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 46E30 / rank
 
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Property / zbMATH DE Number
 
Property / zbMATH DE Number: 6042449 / rank
 
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Property / zbMATH Keywords
 
\(\Phi\)-moment inequalities
Property / zbMATH Keywords: \(\Phi\)-moment inequalities / rank
 
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Property / zbMATH Keywords
 
martingales
Property / zbMATH Keywords: martingales / rank
 
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Property / zbMATH Keywords
 
concave function
Property / zbMATH Keywords: concave function / rank
 
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Property / zbMATH Keywords
 
atomic decomposition
Property / zbMATH Keywords: atomic decomposition / rank
 
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Property / MaRDI profile type: MaRDI publication profile / rank
 
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Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.na.2012.03.015 / rank
 
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Property / OpenAlex ID
 
Property / OpenAlex ID: W1967337896 / rank
 
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Property / cites work
 
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Latest revision as of 06:53, 5 July 2024

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Some new \(\Phi \)-moment martingale inequalities associated with concave functions
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    Some new \(\Phi \)-moment martingale inequalities associated with concave functions (English)
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    4 June 2012
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    Some new \(\Phi\)-moment inequalities are proved for martingales, where \(\Phi\) is a concave function. The main method in the proof is the atomic decomposition.
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    \(\Phi\)-moment inequalities
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    martingales
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    concave function
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    atomic decomposition
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