| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1154231 | Statistics & Probability Letters | 2009 | 6 Pages |
Abstract
Maximal inequalities play an important role in the classical martingale theory. This paper studies maximal inequalities for gg-martingales under the gg-expectation framework. Two kinds of maximal inequalities for gg-martingales are obtained.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Wei Wang,