{ "id": "math/0505483", "version": "v1", "published": "2005-05-23T19:52:31.000Z", "updated": "2005-05-23T19:52:31.000Z", "title": "How badly are the Burholder-Davis-Gundy inequalities affected by arbitrary random times?", "authors": [ "Ashkan Nikeghbali" ], "categories": [ "math.PR" ], "abstract": "This note deals with the question: what remains of the Burkholder-Davis-Gundy inequalities when stopping times $T$ are replaced by arbitrary random times $\\rho $? We prove that these inequalities still hold when $T$ is a pseudo-stopping time and never holds for ends of predictable sets.", "revisions": [ { "version": "v1", "updated": "2005-05-23T19:52:31.000Z" } ], "analyses": { "subjects": [ "05C38", "15A15", "15A18" ], "keywords": [ "arbitrary random times", "burholder-davis-gundy inequalities", "note deals", "burkholder-davis-gundy inequalities", "stopping times" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2005math......5483N" } } }