New Optional Stopping Theorems and Maximal Inequalities on Stochastic Processes
classification
🧮 math.PR
math.STstat.TH
keywords
stoppinginequalitiesoptionalprocessesstochastictheoremsboundedcontinuity
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In this paper, we develop new optional stopping theorems for scenarios where the stopping rules are defined by bounded continuity regions. Moreover, we establish a wide variety of inequalities on the supremums and infimums of functions of stochastic processes over the whole range of time indexes.
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