Convex concentration inequalities and forward-backward stochastic calculus

DOI10.1214/EJP.v11-332zbMath1112.60034MaRDI QIDQ850414

Nicolas Privault, Thierry Klein, Yu Tao Ma

Publication date: 3 November 2006

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

Full work available at URL: https://eudml.org/doc/127422

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with continuous parameter (60G44) Large deviations (60F10) Stochastic calculus of variations and the Malliavin calculus (60H07) Functional inequalities, including subadditivity, convexity, etc. (39B62)

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