Maximal inequalities for \(g\)-martingales

DOI10.1016/j.spl.2009.01.002zbMath1174.60020OpenAlexW2041345009MaRDI QIDQ1017811

Wei Wang

Publication date: 12 May 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2009.01.002

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items

Lenglart domination inequalities for \(g\)-expectations ⋮ A probabilistic characterization of g-harmonic functions

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