摘要
首先给出弱上鞅的定义,从而完整了弱鞅的概念,并指出弱鞅、弱半鞅(即弱下鞅)和弱上鞅之间的关系.然后利用弱半鞅的Doob极大值不等式得到了弱半鞅的Doob不等式.最后对Newm an和W right的弱半鞅的基本收敛定理给出了一个应用.
The paper first gives demi-upmartingale＇s definition and indicates the relationship among demimartingale, demisubmartingale and demi-upmartingale. Then it obtains the Doob＇s inequality for demisubmartingale using Doob＇s maximal inequality. It also gives application to demisubmartingale＇s convergent theorem introduced by Newman and Wright.
出处
《合肥学院学报（自然科学版）》
2006年第3期9-11,共3页
Journal of Hefei University :Natural Sciences
关键词
弱上鞅
Doob不等式
弱半鞅的基本收敛定理
demi-upmatingale
Doob＇s inequality
demisubmartingale＇s convergent theorem
