Oscillation Inequality
Assume R is completely-S.
Let , and
w, x, y be r.c.l.l. such that
(i) w(t) =x(t) + Ry(t)
(ii) for each j, , is
non-decreasing and cannot
increase when .
Then there is a constant Cɬ, such that for L= ,
Osc(y,L)+Osc(w,L) C (Osc(x,L)+ )
(cts case: B-ElK ‘91; discts case: W ‘98)
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