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Nikeghbali, A (2008). How badly are the Burkholder-Davis-Gundy inequalities affected by arbitrary random times? Statistics and Probability Letters, 78(6):766-770.
This note deals with the question: what remains of the Burkholder–Davis–Gundy inequalities when stopping times T are replaced by arbitrary random times ρ? We prove that these inequalities still hold when T is a pseudo-stopping time and never holds for ends of predictable sets.
| Item Type: | Journal Article, refereed, original work |
|---|---|
| Communities & Collections: | 07 Faculty of Science > Institute of Mathematics |
| Dewey Decimal Classification: | 510 Mathematics |
| Scopus Subject Areas: | Physical Sciences > Statistics and Probability
Social Sciences & Humanities > Statistics, Probability and Uncertainty |
| Language: | English |
| Date: | 2008 |
| Deposited On: | 09 Nov 2009 02:20 |
| Last Modified: | 07 Jan 2025 04:37 |
| Publisher: | Elsevier |
| ISSN: | 0167-7152 |
| OA Status: | Green |
| Publisher DOI: | https://doi.org/10.1016/j.spl.2007.09.042 |
| Related URLs: | http://arxiv.org/abs/math/0505483 |
Nikeghbali, A