New Optional Stopping Theorems and Maximal Inequalities on Stochastic Processes

Published 16 Jul 2012 in math.PR, math.ST, and stat.TH | (1207.3733v2)

Abstract: In this paper, we develop new optional stopping theorems for scenarios where the stopping rules are defined by bounded continuity regions. Moreover, we establish a wide variety of inequalities on the supremums and infimums of functions of stochastic processes over the whole range of time indexes.

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Xinjia Chen

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