On the Ratio Inequalities for Locally Square Integrable Martingales
Received:August 20, 2001  
Key Words: stopping time   locally square integrable martingale   supermartingale   ratio inequality.  
Fund Project:Supported by Science Research Foundation of Naval University of Engineering (E307).
Author NameAffiliation
REN Yao-feng Dept. of Basic Courses
The Naval University of Engineering
Wuhan
China 
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Abstract:
      In this paper, we establish some ratio inequalities for locally square inte-grable martingales, and give some extensions of the related results for continuous local martingales.
Citation:
DOI:10.3770/j.issn:1000-341X.2004.01.012
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