The Minimal Inequality and Conditional Moment Inequality for Nonnegative Conditional |
( Volume 9 Issue 11,November 2022 ) OPEN ACCESS |
Author(s): |
CaiYin Mu, DeCheng Feng, Ruijie JIA |
Keywords: |
Conditional demisubmartingale; Conditional moment inequality; Minimal inequality |
Abstract: |
In this paper, we give a class of minimal inequality for nonnegative conditional demisubmartingales, and obtain the conditional moment inequality for nonnegative conditional demimartingales by using the conditional Fubini theorem and the conditional Hölder inequality. |
DOI :
|
Paper Statistics: |
Cite this Article: |
Click here to get all Styles of Citation using DOI of the article. |