A maximal inequality of non-negative submartingale

DOI10.1155/S1025583499000193MaRDI QIDQ1297705zbMATH OpenOpenAlexFDO

Authors Young-Ho Kim

Publication date 17 April 2000

Published in Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/120196

zbMATH Keywords

inner productmaximal inequalitystrongly subordinatesubmartingale

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Martingales and classical analysis (60G46)

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(9)

• Generalization of an inequality of Birnbaum and Marshall, with applications to growth rates for submartingales
• A generalization of the submartingale property: maximal inequality and applications to various stochastic processes
• Weak Type Inequality for the Square Function of a Nonnegative Submartingale
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• Maximal phi-Inequalities for Nonnegative Submartingales
• Sharp tail inequalities for nonnegative submartingales and their strong differential subordinates

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