A trajectorial interpretation of Doob's martingale inequalities
type: Item
instance of: scholarly article
title: A trajectorial interpretation of Doob's martingale inequalities
zbMATH Open document ID: 1274.60136
DOI: 10.1214/12-AAP878
author: B. Acciaio
author: Mathias Beiglböck
author: F. Penkner
author: Walter Schachermayer
author: J. Temme
published in: The Annals of Applied Probability
publication date: 2013-09-05T00:00:00Z
full work available at URL: https://arxiv.org/abs/1202.0447
full work available at URL: https://projecteuclid.org/euclid.aoap/1371834036
Mathematics Subject Classification ID: 60G42
Mathematics Subject Classification ID: 60G44
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 6205800
zbMATH Keywords: Doob maximal inequalities
zbMATH Keywords: martingale inequalities
zbMATH Keywords: pathwise hedging
MaRDI profile type: Publication
arXiv ID: 1202.0447
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description: scientific article; zbMATH DE number 6205800