随机停止变量的一些不等式与等式

随机停止变量的一些不等式与等式 SOME INEQUALITIES AND EQUALITIES FOR RANDOMLY STOPPED VARIABLES 甘师信 Gan Shixin first-author 本文考虑三种类型的停时集合M b （x）,M（x）与M（x）。在与文献[2]不同的条件下推导出随机停止变量的一些不等式与等式。文献[2] 的相应结果是本文的直接推论。 In this Paper, we consider three types of sets of stopping times M b （X）,M（X） and M（X） and prove some inequalities and equalities for randomly stopped variables under a condition which is different from that of[2]. Some corresponding inequalities in [2] are immediate consequences of our results. 1984-03-01 2021-04-01 3