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ISSN:2394-3661 | Crossref DOI | SJIF: 5.138 | PIF: 3.854

International Journal of Engineering and Applied Sciences

(An ISO 9001:2008 Certified Online and Print Journal)

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 DOI :

https://dx.doi.org/10.31873/IJEAS.9.11.02
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