On Probability and Moment Inequalities for Supermartingales and Martingales (Q5307630)
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scientific article; zbMATH DE number 5191441
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Probability and Moment Inequalities for Supermartingales and Martingales |
scientific article; zbMATH DE number 5191441 |
Statements
On Probability and Moment Inequalities for Supermartingales and Martingales (English)
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17 September 2007
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expectation
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martingale
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supermartingale
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Burkholder inequality
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Bernstein and Bennet-Hoeffding inequalities
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Rosenthal inequality
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Fuk's inequality
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separable Banach space
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filtered probability space
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