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Chow-Type Maximal Inequality for Conditional Demimartingales and Its Applications |
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| Authors: | Xuejun WANG Shijie WANG Chen XU and Shuhe HU |
| Institution: | Corresponding author. School of Mathematical Sciences, Anhui University, Hefei 230601, China.,School of Mathematical Sciences, Anhui University, Hefei 230601, China,School of Mathematical Sciences, Anhui University, Hefei 230601, China and School of Mathematical Sciences, Anhui University, Hefei 230601, China |
| 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 |
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