New Optional Stopping Theorems and Maximal Inequalities on Stochastic Processes
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Publication:6234412
arXiv1207.3733MaRDI QIDQ6234412FDOQ6234412
Authors: Xin-Jia Chen 
Publication date: 16 July 2012
Abstract: In this paper, we develop new optional stopping theorems for scenarios where the stopping rules are defined by bounded continuity regions. Moreover, we establish a wide variety of inequalities on the supremums and infimums of functions of stochastic processes over the whole range of time indexes.
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