JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE) ›› 2024, Vol. 59 ›› Issue (6): 122-126.doi: 10.6040/j.issn.1671-9352.0.2022.484

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Upcrossing and downcrossing inequalities for conditional demimartingales and conditional N-demimartingales

Yufeng GAO1,2(),Decheng FENG2   

  1. 1. Baiyin No.10 Middle School, Baiyin 730900, Gansu, China
    2. College of Mathematics and Statistics, Northwest Normal University, Lanzhou 730070, Gansu, China
  • Received:2022-09-16 Online:2024-06-20 Published:2024-06-17

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Abstract:

According to the property of conditional demimartingales and conditional N-demimartingales, the upcrossing inequalities for conditional demimartingales and the downcrossing inequalities for conditional N-demimartingales are obtained. These results generalize the relevant results in the existing literatures.

Key words: conditional demimartingale, conditional N-demimartingale, upcrossing inequality, downcrossing inequality

CLC Number: 

  • O211.4
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