New Optional Stopping Theorems and Maximal Inequalities on Stochastic Processes

2012/07/16 by Chen, Xinjia
#FOS: Mathematics #Probability (math.PR) #Statistics Theory (math.ST)

paper · doi:10.48550/arxiv.1207.3733

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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