On Bernstein-type inequalities for martingales. (Q1888750)
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scientific article; zbMATH DE number 2119492
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Bernstein-type inequalities for martingales. |
scientific article; zbMATH DE number 2119492 |
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On Bernstein-type inequalities for martingales. (English)
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26 November 2004
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The paper presents Bernstein-type inequalities for local martingales. The results extend known exponential inequalities. Investigation of exponential submartingales serves as a tool to prove the inequalities.
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locally square integrable martingale
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Bernstein inequality
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multiplicative decomposition
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exponential submartingale
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exponential inequality
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