Multidimensionally Indexed Demimartingales and Continuous Parameter Demimartingales
We have studied demimartingales, N-demimartingales and conditional demimartingales in the last three chapters. These are all discrete parameter stochastic processes with index in one-dimension. We now introduce more general demimartingales such as multidimensionally indexed demimartingales and continuous parameter demisubmartingales and discuss maximal inequalities for such processes.
KeywordsSample Path Type Inequality Continuous Parameter Discrete Parameter Small Index
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