吉林大学学报(理学版) ›› 2018, Vol. 56 ›› Issue (6): 1409-1413.

• 数学 • 上一篇    下一篇

弱(下)鞅的最小值不等式

高玉峰, 冯德成   

  1. 西北师范大学 数学与统计学院, 兰州 730070
  • 收稿日期:2017-11-08 出版日期:2018-11-26 发布日期:2018-11-26
  • 通讯作者: 冯德成 E-mail:fengdc@163.com

Minimal Inequalities for Demi(sub)martingales#br#

GAO Yufeng, FENG Decheng   

  1. College of Mathematics and Statistics, Northwest Normal University, Lanzhou 730070, China
  • Received:2017-11-08 Online:2018-11-26 Published:2018-11-26

摘要: 根据弱(下)鞅的性质, 利用凸函数和示性函数的性质, 在凸函数g(·)的左导数h(·)和某些示性函数的乘积是一个非负且关于分量不减的函数情形下, 给出一类弱(下)鞅的最小值不等式.

关键词: 弱鞅, 弱下鞅, 最小值不等式

Abstract: According to the property of demi(sub)martingales, using the property of convex function and the indicative function, we gave a class of minimal inequalities for demi(sub)martingales under the condition that the product of the left derivative h(x) of the convex function g(x) and some of the indicative functions was a nonnegative function with respect to nondecreasing components.

Key words: demimartingale, demisubmartingale, minimal inequality

中图分类号: 

  • O211.4