SOME REMARKS ON BLACKWELL–ROSS MARTINGALE INEQUALITIES

DOI10.1017/S0269964807070076zbMath1112.60033OpenAlexW2168664617MaRDI QIDQ3430659

Rasul A. Khan

Publication date: 23 March 2007

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0269964807070076

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42)

Related Items (2)

Noncommutative Blackwell–Ross martingale inequality ⋮ \(L_p\)-version of the Dubins-Savage inequality and some exponential inequalities

Cites Work

• Refinements of the Dubins-Savage inequality
• On Optimal Systems

This page was built for publication: SOME REMARKS ON BLACKWELL–ROSS MARTINGALE INEQUALITIES