On the Kolmogorov-Hájek-Renyi inequality and its applications

DOI10.1515/ROSE.1996.4.1.51zbMath0855.60015OpenAlexW2060284456MaRDI QIDQ4884657

M. E. Koroljov, B. V. Bondarev

Publication date: 7 July 1996

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose.1996.4.1.51

zbMATH Keywords

stochastic differential equationinequalities of Kolmogorov-Hájek-Rényi typemartingales with continuous time

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44)

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