On the Rosenthal's inequality for locally square integrable martingales. (Q2574550)
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| English | On the Rosenthal's inequality for locally square integrable martingales. |
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On the Rosenthal's inequality for locally square integrable martingales. (English)
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29 November 2005
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The paper treats growth rates of the constants in Rosenthal's inequality for locally square integrable martingales and in Burkholder-Gundy inequality for locally square integrable martingales with symmetric jumps. The authors contribute with growth rates of these constants in the continuous-time case.
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supermartingale
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Burkholder-Gundy inequality
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stopping time
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