| 局部平方可积鞅的比值不等式 |
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| 引用本文： | 任耀峰.局部平方可积鞅的比值不等式[J].数学研究及应用,2004,24(1):65-69. |
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| 作者姓名： | 任耀峰 |
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| 作者单位： | 海军工程大学基础部,湖北,武汉,430033 |
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| 摘 要： | 本文对局部平方可积鞅建立了几个比值不等式,推广了连续鞅的相应结果.
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| 关 键 词： | 停时 局部平方可积鞅 上鞅 比值不等式 |
| 收稿时间： | 2001/8/20 0:00:00 |
On the Ratio Inequalities for Locally Square Integrable Martingales |
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| REN Yao-feng.On the Ratio Inequalities for Locally Square Integrable Martingales[J].Journal of Mathematical Research with Applications,2004,24(1):65-69. |
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| Authors: | REN Yao-feng |
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| Institution: | Dept. of Basic Courses; The Naval University of Engineering; Wuhan; China |
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| Abstract: | In this paper, we establish some ratio inequalities for locally square inte-grable martingales, and give some extensions of the related results for continuous local martingales. |
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| Keywords: | stopping time locally square integrable martingale supermartingale ratio inequality |
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