A Class of Maximal Inequalities for Conditional Demimartingales |
( Volume 8 Issue 2,February 2021 ) OPEN ACCESS |
Author(s): |
Xia Lin, De Cheng Feng, YaLi Lu |
Keywords: |
demi(sub) martingales, conditional demi(sub) martingales, conditional Fubini theorem, maximal inequalities |
Abstract: |
In this paper, based on conditional Fubini theorem and a maximal inequality for conditional demimartingales, we obtain a class of maximal inequalities for conditional demimartingales. |
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