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A maximal inequality for supermartingales - MaRDI portal

A maximal inequality for supermartingales (Q457813)

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A maximal inequality for supermartingales
scientific article

    Statements

    title
    A maximal inequality for supermartingales (English)
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    author
    Bruce Hajek
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    publication date
    29 September 2014
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    zbMATH Keywords
    supermartingales
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    maximal inequality
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    semimartingale calculus
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    Identifiers

    Mathematics Subject Classification ID
    60G48
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    60G42
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    60G44
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    60G40
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    93E20
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    zbMATH DE Number
    6349213
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    arXiv ID
    0911.4444
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    DOI
    10.1214/ECP.V19-3237
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