On Bernstein-type inequalities for martingales.
type: Item
instance of: scholarly article
title: On Bernstein-type inequalities for martingales.
zbMATH Open document ID: 1051.60022
DOI: 10.1016/S0304-4149(00)00086-7
author: Kacha Dzhaparidze
author: J. H. van Zanten
published in: Stochastic Processes and their Applications
publication date: 2004-11-26T00:00:00Z
review text: The paper presents Bernstein-type inequalities for local martingales. The results extend known exponential inequalities. Investigation of exponential submartingales serves as a tool to prove the inequalities.
Mathematics Subject Classification ID: 60E15
Mathematics Subject Classification ID: 60G44
Mathematics Subject Classification ID: 62E17
zbMATH DE Number: 2119492
zbMATH Keywords: locally square integrable martingale
zbMATH Keywords: Bernstein inequality
zbMATH Keywords: multiplicative decomposition
zbMATH Keywords: exponential submartingale
zbMATH Keywords: exponential inequality
reviewed by: Petr Lachout
MaRDI profile type: Publication
Wikidata QID: Q99980105
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description: scientific article; zbMATH DE number 2119492