| Doob不等式的推广及鞅空间M_F~p(p>1)的构造 |
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| 引用本文： | 李潇潇.Doob不等式的推广及鞅空间M_F~p(p>1)的构造[J].青岛大学学报(自然科学版),2005(1). |
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| 作者姓名： | 李潇潇 |
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| 作者单位： | 青岛大学理工学院数学系 山东青岛 |
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| 摘 要： | 对Doob不等式进行了两次推广,一次是对极大值的函数值的推广,另一次是在假定初始状态不为零的情况下得出与初始值有关的估计式。并在此基础上重新定义了一组鞅空间,NFp(p>1),得到与一般鞅空间Mp(p>1)相似的性质。
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| 关 键 词： | Doob不等式 Jensen不等式 Holder不等式 鞅空间 |
Generalization of Doob's Inequality and Definition of M_F~p(p>1) |
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| LI Xiao-xiao.Generalization of Doob''''s Inequality and Definition of M_F~p(p>1)[J].Journal of Qingdao University(Natural Science Edition),2005(1). |
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| Authors: | LI Xiao-xiao |
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| Abstract: | Classic Doob s inequality is one of the most important results in martingale theory and the basis of discussion of the general martingale spaces. The classic Doobs inequality twice is generalized. A series of new spaces of martingales are defined and some resemble properties of general martingale space Mp(p> 1) are obtained. |
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| Keywords: | Doob's inequality Jensen inequality Holder inequality martingale space |
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