How badly are the Burholder-Davis-Gundy inequalities affected by arbitrary random times?

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dc.creatorNikeghbali, Ashkan
dc.date2005-05-23
dc.date.accessioned2026-07-07T05:20:11Z
dc.date.available2026-07-07T05:20:11Z
dc.descriptionThis note deals with the question: what remains of the Burkholder-Davis-Gundy inequalities when stopping times $T$ are replaced by arbitrary random times $ρ$? We prove that these inequalities still hold when $T$ is a pseudo-stopping time and never holds for ends of predictable sets.
dc.identifierhttps://arxiv.org/abs/math/0505483
dc.identifierhttp://arxiv.org/abs/math/0505483
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/75287
dc.subjectProbability
dc.subject05C38, 15A15,15A18
dc.titleHow badly are the Burholder-Davis-Gundy inequalities affected by arbitrary random times?
dc.typetext

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