| 控制不等式的改进 |
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| 引用本文： | 任耀峰.控制不等式的改进[J].海军工程大学学报,2008,20(4). |
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| 作者姓名： | 任耀峰 |
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| 作者单位： | 海军工程大学,理学院,武汉,430033 |
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| 摘 要： | 讨论了随机过程控制关系产生的不等式,对这个不等式给出了一个新系数,改进了以前的结果,并将其应用于局部平方可积鞅.
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| 关 键 词： | 增过程 Lenglart不等式 控制不等式 局部平方可积鞅 |
Improved domination inequalities |
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| REN Yao-feng.Improved domination inequalities[J].Journal of Naval University of Engineering,2008,20(4). |
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| Authors: | REN Yao-feng |
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| Abstract: | This paper dealt with the domination inequality of stochastic processes.A sharper constant was presented for this widely used inequality and some applications of the improved inequality to locally square integrable martingales weve given.The results show that some well-known inequalities are improved. |
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| Keywords: | increasing process Lenglart inequality domination inequality locally square integrable martingale |
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