On Probability and Moment Inequalities for Supermartingales and Martingales

DOI10.1137/S0040585X97982438zbMath1122.60046OpenAlexW2898976715MaRDI QIDQ5307630

Sergei Nagaev

Publication date: 17 September 2007

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97982438

zbMATH Keywords

martingaleseparable Banach spaceexpectationsupermartingaleRosenthal inequalityBurkholder inequalityFuk's inequalityBernstein and Bennet-Hoeffding inequalitiesfiltered probability space

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Generalizations of martingales (60G48)

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