Ren, Yaofeng; Shen, Jing - In: Statistics & Probability Letters 82 (2012) 6, pp. 1160-1168
In this note, we present some refinements of the well-known domination inequalities. Let X be an adapted positive cadlag process dominated by a predictable increasing process A with A0=0. We derive some sharper constants in the inequalities. For the widely used inequality...