Inequalities for random fields |
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Authors: | Michael Lawson Green |
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Institution: | Department of Mathematics , Baylor University , Waco, TX, 76798 |
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Abstract: | This paper gives extensions of the Doob and Burkholder inequalities for certain classes of random fields. The Brennan-Doob inequality for V-quasimartingales is extended to the case p > 1 and is shown to hold for the class of decomposable processes satisfying the Doob inequality of Wong and Zakai 10]. A Doob inequality for the class of i-martingales having finite quadratic variation in the non-martingale coordinate is shown. For the class of quasi martingales having independent increments two Burkholder-type inequalities are derived |
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Keywords: | Stochastic Differential Equations Implicit Euler Methods Stability |
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