martingalesDoob's inequalityOrlicz-Lorentz-Karamata spacesconvex functionsLet 1≤q≤∞,b be a slowly varying function and letΦ:[0,∞)■[0,∞)be an increasing convex function withΦ(0)=0 and■Φ(r)=∞.In this paper,we present a new class of Doob's maximal inequality on Orlicz-Lorentz...
随机过程课件(上海财经大学)第五节 多布(Doob)不等式 第五节多布(Doob)不等式 定义：如果Mn:0n是一个随机变量序列，则称 M *n sup Mm 0mn 为M 的最大序列。n 指标移动(IndexShifting)不等式 下鞅Mn：E[Mm1A]E[Mn1A]AFm,nm证明：MmE(Mm1/Fm),Mm1E(Mm2/Fm1)MmE(E(Mm2/Fm1)/Fm)E(Mm2/Fm)MmE...
科学技术是第一生产力 2 人赞同了该文章 Doob's martigale inequality and Doob's maximal inequality 编辑于 2021-02-04 16:38 不等式 还没有评论,发表第一个评论吧 打开知乎App 在「我的页」右上角打开扫一扫 其他扫码方式:微信 下载知乎App 开通机构号 ...
(Doob’sMaximalInequality) )(sup)( 0 * nPMPMP m nm n nm m mMnMn 0 )(1)(1)(1 •最大序列的尾部概率 ])(1[)(1)()( 00 * nm m nm mn mMEmMEnPMP )](1[)](1[mnmMEmME nm : ][)( * nn MEMP ])(1[)(1)()( 00 * nm m nm mn mMEmMEnPMP •指标移动(IndexShifti...
第五节 多布(Doob)不等式;指标移动(Index Shifting)不等式;Observation: many random variables are best understood when written in terms of the values of an associated stopping time.;多布最大不等式 (Doob’s Maximal Inequality);指标移动(Index Shifting)不等式;自改进不等式(Self-improving Inequality);H...
第五节 多布(Doob)不等式 指标移动(Index Shifting)不等式 Observation: many random variables are best understood when written in terms of the values of an associated stopping time. 最大序列的尾部概率 多布最大不等式 (Doob’s Maximal Inequality) 最大序列的尾部概率 指标移动(Index Shifting)不等式 多...
On Doob\"s maximal inequality for Brownian motion OnWald-type optimal stopping for Brownian motion - Graversen, Pe藝skir () Citation Context ...re precisely. The inequality (2.7) is the starting point... SE Graversen,G Pe?Kir 被引量: 0发表: 1997年 ...
Doob's maximal identity, multiplicative decompositions and enlargements of filtrationsReview: J. L. Doob, Classical potential theory and its probabilistic counterpartA trajectorial interpretation of Doob's martingale inequalitiesA stopped Doob inequality for stochastic convolution integrals and stochastic ...
同义词:Bermuda grassdevil grassBahama grasskweekscutch grassstar grassCynodon dactylon 学习怎么用 权威例句 Doob's inequality for non-commutative martingales On the Doob-Meyer decomposition and predictable stopping times Doob's maximal identity, multiplicative decompositions and enlargements of filtrations ...
Doob maximal operatorFejer operatorBurkholder-Davis-Gundy inequalityWeightLet ( Ω , F , P ) be a probability space and φ : Ω× [ 0 , ∞ ) → ... G Xie,F Weisz,D Yang,... - 《Nonlinear Analysis》 被引量: 0发表: 2019年 ...