Remarks on moment inequalities and identities for martingales
type: Item
instance of: scholarly article
title: Remarks on moment inequalities and identities for martingales
zbMATH Open document ID: 1269.60046
published in: Statistics \& Probability Letters
publication date: 2013-05-13T00:00:00Z
Mathematics Subject Classification ID: 60G44
Mathematics Subject Classification ID: 60E15
zbMATH DE Number: 6162800
zbMATH Keywords: local martingales
zbMATH Keywords: moment inequalities
zbMATH Keywords: measure of jumps
author: A. Novikov
author: Albert N. Shiryaev
MaRDI profile type: Publication
full work available at URL: j.spl.2013.01.011
OpenAlex ID: W2061886087
cites work: On the \(L^p\) norms of stochastic integrals and other martingales
cites work: On the Hellinger type distances for filtered experiments
cites work: Algebraic polynomials and moments of stochastic integrals
cites work: Q3995465
cites work: On Moment Inequalities for Stochastic Integrals
cites work: On Stopping Times for a Wiener Process
cites work: On Discontinuous Martingales
cites work: Q3327446
DOI: 10.1016/J.SPL.2013.01.011
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description: scientific article; zbMATH DE number 6162800