On the maximal inequalities for conditional demimartingales

MaRDI QIDQ2928367zbMATH OpenFDO

Authors Xinghui Wang, Shuhe Hu

Publication date 7 November 2014

Published in Journal of Mathematical Inequalities (Search for Journal in Brave)

Full work available at URL http://files.ele-math.com/articles/jmi-08-41.pdf

zbMATH Keywords

maximal \(\phi\)-inequalitiesconditional demimartingaleconcave Young functionDoob's type inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Generalizations of martingales (60G48)

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(11)

• On some maximal inequalities for demimartingales and N-demimartingales based on concave Young functions
• The conditional Hájek-Rényi-type inequalities for conditional PA sequences and their application
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• Some inequalities for conditional demimartingales and conditional \(N\)-demimartingales
• Chow-type maximal inequality for conditional demimartingales and its applications
• Some moment inequalities for non-negative conditional demisubmartingales
• A class of maximum inequalities of conditional demi (sub)-martingales
• Maximal \(\phi\)-inequalities for demimartingales
• 基于Y函数的条件N-弱鞅的最大φ-不等式

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