
The Minimal Inequality and Conditional Moment Inequality for Nonnegative Conditional |
| ( Volume 9 Issue 11,November 2022 ) OPEN ACCESS |
| Author(s): |
CaiYin Mu, DeCheng Feng, Ruijie JIA |
| Keywords: |
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Conditional demisubmartingale; Conditional moment inequality; Minimal inequality |
| Abstract: |
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In this paper, we give a class of minimal inequality for nonnegative conditional demisubmartingales, and obtain the conditional moment inequality for nonnegative conditional demimartingales by using the conditional Fubini theorem and the conditional Hölder inequality. |
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