Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1155948 | Stochastic Processes and their Applications | 2009 | 20 Pages |
Abstract
In this paper, the authors firstly construct a graph-theoretic decomposition of an index set for tree martingales, and based on this decomposition, they give a locally finite tree martingale’s notion and a tree martingale decomposition theorem. Secondly, they establish some relations between the locally finite tree martingales and the multiparameter martingales, and furthermore the convergence of tree martingales is shown by using the multiparameter martingale theory of Cairoli–Walsh. Finally, with some mild conditions, two inequalities for tree martingales are obtained by using their decomposition theorem and multiparameter martingale theory.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Tong-jun He, Yi Shen,