Inequalities for tails of adapted processes with an application to Wald's lemma

DOI10.1007/BF01047575zbMath0780.60018OpenAlexW2331553627WikidataQ125021986 ScholiaQ125021986MaRDI QIDQ1210341

Victor H. de la Peña

Publication date: 8 August 1993

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01047575

zbMATH Keywords

inequalitiesWald's lemmatail probability version

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Related Items (1)

Decoupling and domination inequalities with application to Wald's identity for martingales

Cites Work

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