How Badly Are the Burholder-davis-gundy Inequalities Affected by Arbitrary Random Times?
نویسنده
چکیده
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.
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تاریخ انتشار 2005