Some new \(\Phi \)-moment martingale inequalities associated with concave functions (Q423669)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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