Sharp tail inequalities for nonnegative submartingales and their strong differential subordinates

DOI10.1214/ECP.V15-1582zbMath1226.60060OpenAlexW2042263930MaRDI QIDQ638230

Adam Osȩkowski

Publication date: 9 September 2011

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: http://www.emis.de/journals/EJP-ECP/_ejpecp/ECP/viewarticledb8c.html

Mathematics Subject Classification ID

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

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