How badly are the Burholder-Davis-Gundy inequalities affected by arbitrary random times?

Details How badly are the Burholder-Davis-Gundy inequalities affected by arbitrary random times? How badly are the Burholder-Davis-Gundy inequalities affected by arbitrary random times?

2005-05-23

arxiv.org/abs/math/0505483v1

Mathematics

Probability

Scientific paper

This note deals with the question: what remains of the Burkholder-Davis-Gundy
inequalities when stopping times $T$ are replaced by arbitrary random times
$\rho $? We prove that these inequalities still hold when $T$ is a
pseudo-stopping time and never holds for ends of predictable sets.

Affiliated with

Also associated with

No associations

Rating

How badly are the Burholder-Davis-Gundy inequalities affected by arbitrary random times? does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with How badly are the Burholder-Davis-Gundy inequalities affected by arbitrary random times?, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and How badly are the Burholder-Davis-Gundy inequalities affected by arbitrary random times? will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-560108