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| Chow-Type Maximal Inequality for Conditional Demimartingales and Its Applications |
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Citation： |
Xuejun WANG,Shijie WANG,Chen XU,Shuhe HU.Chow-Type Maximal Inequality for Conditional Demimartingales and Its Applications[J].Chinese Annals of Mathematics B,2015,36(6):957~968 |
| Page view： 1126
Net amount： 1607 |
Authors： |
Xuejun WANG; Shijie WANG;Chen XU;Shuhe HU |
Foundation： |
This work was supported by the National Natural Science
Foundation of China (Nos.\,11201001, 11171001, 11426032), the
National Social Science Foundation of China (No.\,14ATJ005), the
Anhui Provincial Natural Science Foundation of China
(No.\,1508085J06) and the Research Teaching Model Curriculum of
Anhui University (No.\,xjyjkc1407). |
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| Abstract： |
In this paper, the Chow-type maximal inequality for conditional
demimartingales is established. By using the Chow-type maximal
inequality, the authors provide the maximal inequality for
conditional demimartingales based on {concave Young functions}. At
last, the moment inequalities for conditional demimartingales are
established. |
Keywords： |
Conditional demimartingales, Chow-type maximal inequality, Concave
Young functions |
Classification： |
60E15, 60E05, 60G48 |
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