scientific article

zbMath0655.60037MaRDI QIDQ3802328

David Gilat, Isaac Meilijson

Publication date: 1988

Full work available at URL: http://www.numdam.org/item?id=SPS_1988__22__214_0

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zbMATH Keywords

martingale-pairmaximum of a uniformly integrable martingale

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Martingales with continuous parameter (60G44)

Related Items (9)

Upper bounds for superquantiles of martingales ⋮ About the conditional value at risk of partial sums ⋮ On Azéma-Yor processes, their optimal properties and the Bachelier-drawdown equation ⋮ The Joint Law of a Max-Continuous Local Submartingale and Its Maximum ⋮ About Doob's inequality, entropy and Tchebichef ⋮ Some inequalities with local times in zero of a Brownian motion ⋮ Concentration inequalities for suprema of unbounded empirical processes ⋮ On joint distributions of the maximum, minimum and terminal value of a continuous uniformly integrable martingale ⋮ The maximum maximum of a martingale with given \(n\) marginals

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