A maximal inequality for nonnegative sub- and supermartingales

DOI10.7153/MIA-14-51zbMath1227.60057OpenAlexW2333954170MaRDI QIDQ5200234

Adam Osȩkowski

Publication date: 1 August 2011

Published in: Mathematical Inequalities & Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.7153/mia-14-51

zbMATH Keywords

maximal functionmaximal inequalitystochastic integralsubmartingalesupermartingaleBurkholder's technique

Mathematics Subject Classification ID

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

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