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Remarks on moment inequalities and identities for martingales. (English) Zbl 1269.60046

Summary: We present some comments on moment inequalities and identities for martingales in the context of a paper by M. Langovoy [Stat. Probab. Lett. 81, No. 6, 627–631 (2011; Zbl 1215.60036)].

MSC:

60G44 Martingales with continuous parameter
60E15 Inequalities; stochastic orderings

Citations:

Zbl 1215.60036
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References:

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