Exponential inequalities for two-parameter martingales

DOI10.1016/S0167-7152(00)00245-5zbMath0988.60041MaRDI QIDQ5950010

David Nualart, Sílvia Moret

Publication date: 10 July 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

quadratic variationexponential estimatestwo-parameter martingales

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Generalizations of martingales (60G48) Martingales with continuous parameter (60G44)

Related Items (1)

Large deviations and functional law for solutions of hyperbolic stochastic partial differential equations

Cites Work

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• On the quadratic variation of two-parameter continuous martingales
• Exponential estimates for two-parameter martingales
• Stochastic integrals in the plane
• Large deviations for solutions of hyperbolic SPDE's in the Hölder norm
• On large deviation estimates for two parameter diffusion processes and applications
• Variations quadratiques et inégalités pour les martingales a deux indices

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