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In this paper, the authors firstly construct a graph-theoretic decomposition of an index set for tree martingales, and based on this decomposition, they give a locally finite tree martingale's notion and a tree martingale decomposition theorem. Secondly, they establish some relations between the locally finite tree martingales and the multiparameter martingales, and furthermore the convergence of tree martingales is shown by using the multiparameter martingale theory of Cairoli-Walsh. Finally, with some mild conditions, two inequalities for tree martingales are obtained by using their decomposition theorem and multiparameter martingale theory. (C) 2009 Elsevier B.V. All rights reserved.
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STOCHASTIC PROCESSES AND THEIR APPLICATIONS
ISSN: 0304-4149
Year: 2009
Issue: 8
Volume: 119
Page: 2625-2644
1 . 5 4 3
JCR@2009
1 . 1 0 0
JCR@2023
ESI Discipline: MATHEMATICS;
JCR Journal Grade:2
CAS Journal Grade:1
Cited Count:
WoS CC Cited Count: 1
SCOPUS Cited Count: 2
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 2
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