arXiv math/05054832005-05-23math.PR

How badly are the Burholder-Davis-Gundy inequalities affected by arbitrary random times?

Ashkan Nikeghbali

英文摘要：

This note deals with the question: what remains of the Burkholder-Davis-Gundy inequalities when stopping times $T$ are replaced by arbitrary random times $ρ$? We prove that these inequalities still hold when $T$ is a pseudo-stopping time and never holds for ends of predictable sets.

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