局部平方可积鞅Rosenthal}不等式的另一形式

On a Version of Rosenthal's Inequality for Locally Square Integrable Martingales

中文关键词:  局部平方可积鞅  Garsia引理  $L_p$不等式  Rosenthal不等式  增长阶.

英文关键词:locally square integrable martingale  Garsia's lemma  $L_p$ inequality  Rosenthal's inequality  order of growth rate.

中文摘要:

      本文研究局部平方可积鞅的一种Rosenthal不等式中常数的性态,证明了其系数与离散参数鞅情形有相同的增长阶.

英文摘要:

      In this paper, we study the constants in a version of Rosenthal's inequality for locally square integrable martingales. We prove that the order of growth rates of the constants is the same as in the case of discrete time martingales.