Deviation inequalities for continuous martingales

DOI10.1016/S0304-4149(96)00100-7zbMath0889.60043MaRDI QIDQ1382466

Davar Khoshnevisan

Publication date: 29 March 1998

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

Brownian motionRevuz measurecontinuous martingalesenergy inequalities

Mathematics Subject Classification ID

Brownian motion (60J65) Martingales with continuous parameter (60G44) Sample path properties (60G17)

Related Items (3)

A general class of exponential inequalities for martingales and ratios ⋮ Brownian sheet and capacity ⋮ Moderate deviations for martingale differences and applications to φ -mixing sequences

Cites Work

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• Sample functions of the Gaussian process
• A Hölder condition for Brownian local time
• Inequalities for a Pair of Processes Stopped at a Random Time
• Quadratic Variation of Potentials and Harmonic Functions

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