Definition of Submartingales. Meaning of Submartingales. Synonyms of Submartingales

- ball. Similarly, if a submartingale and a martingale have equivalent expectations for a given time, the history of the submartingale tends to be bounded...
- valid for submartingales. The inequality is due to the American mathematician Joseph L. Doob. The setting of Doob's inequality is a submartingale relative...
- bounded monotone sequence converges. There are symmetric results for submartingales, which are analogous to non-decreasing sequences. A common formulation...
- continuously differentiable processes, Brownian motion and Poisson processes). Submartingales and supermartingales together represent a subset of the semimartingales...
- stochastic process X = (Xt)t∈ N {\displaystyle \mathbb {N} } 0 is a submartingale or a supermartingale and one of the above conditions holds, then E [...
- inequalities Kolmogorov's inequality Kolmogorov's inequality for positive submartingales In functional analysis Landau–Kolmogorov inequality Fréchet–Kolmogorov...
- continuous submartingales". Theory of Probability and Its Applications. 10 (3): 401–410. doi:10.1137/1110048. "On decomposition of continuous submartingales"....
- variation [M] in the Itô isometry, the use of the Doléans measure for submartingales, or the use of the Burkholder–Davis–Gundy inequalities instead of the...
- \left(-{\frac {2\epsilon ^{2}}{\sum _{t=1}^{n}c_{t}^{2}}}\right).} Since a submartingale is a supermartingale with signs reversed, we have if instead { X 0 ...
- theorem in stochastic calculus stating the conditions under which a submartingale may be decomposed in a unique way as the sum of a martingale and an...