A maximal inequality for nonnegative sub- and supermartingales (Q5200234)
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scientific article; zbMATH DE number 5934702
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A maximal inequality for nonnegative sub- and supermartingales |
scientific article; zbMATH DE number 5934702 |
Statements
A maximal inequality for nonnegative sub- and supermartingales (English)
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1 August 2011
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maximal inequality
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supermartingale
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submartingale
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stochastic integral
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Burkholder's technique
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maximal function
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