Exponential estimates for two-parameter martingales

DOI10.1007/BF01057233zbMath0635.60049MaRDI QIDQ1097575

Yuliya S. Mishura

Publication date: 1987

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

exponential estimatestwo-parameter martingales

Mathematics Subject Classification ID

Random fields (60G60) Martingales with continuous parameter (60G44)

Related Items (4)

On an extension of Lévy's stochastic area process to higher dimensions ⋮ Exponential inequalities for two-parameter martingales ⋮ Large deviations for a stochastic Volterra-type equation in the Besov-Orlicz space ⋮ Freidliln–Wentzell type estimates for solutions of hyperbolic SPDEs in Besov–Orlicz spaces and applications

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Une formule d'Itô pour les martingales continues à deux indices et quelques applications
• Stochastic integrals in the plane

This page was built for publication: Exponential estimates for two-parameter martingales