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This article is cited in 1 scientific paper (total in 1 paper)
On pathwise counterparts of Doob's maximal inequalities
A. A. Gushchin Steklov Mathematical Institute of Russian Academy of Sciences, Moscow, Russia
Abstract:
We present pathwise counterparts of Doob's maximal inequalities (on the probability of exceeding a level) for submartingales and supermartingales.
Received in October 2014
Citation:
A. A. Gushchin, “On pathwise counterparts of Doob's maximal inequalities”, Stochastic calculus, martingales, and their applications, Collected papers. Dedicated to Academician Albert Nikolaevich Shiryaev on the occasion of his 80th birthday, Trudy Mat. Inst. Steklova, 287, MAIK Nauka/Interperiodica, Moscow, 2014, 125–128; Proc. Steklov Inst. Math., 287:1 (2014), 118–121
Linking options:
https://www.mathnet.ru/eng/tm3576https://doi.org/10.1134/S0371968514040074 https://www.mathnet.ru/eng/tm/v287/p125
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Abstract page: | 248 | Full-text PDF : | 83 | References: | 32 |
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