A note on L 2 maximal inequalities

Jim Pitman

Séminaire de probabilités de Strasbourg (1981)

  • Volume: 15, page 251-258

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Pitman, Jim. "A note on $L_2$ maximal inequalities." Séminaire de probabilités de Strasbourg 15 (1981): 251-258. <http://eudml.org/doc/113326>.

@article{Pitman1981,
author = {Pitman, Jim},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {maximal inequalities; stochastic integration},
language = {eng},
pages = {251-258},
publisher = {Springer - Lecture Notes in Mathematics},
title = {A note on $L_2$ maximal inequalities},
url = {http://eudml.org/doc/113326},
volume = {15},
year = {1981},
}

TY - JOUR
AU - Pitman, Jim
TI - A note on $L_2$ maximal inequalities
JO - Séminaire de probabilités de Strasbourg
PY - 1981
PB - Springer - Lecture Notes in Mathematics
VL - 15
SP - 251
EP - 258
LA - eng
KW - maximal inequalities; stochastic integration
UR - http://eudml.org/doc/113326
ER -

References

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  1. [1] Azéma, J. and Yor, M. (1978). Temps Locaux. Soc. Math. de France, Astérisque52-53. Zbl0385.60063MR509476
  2. [2] Azéma, J. and Yor, M.Une solution simple au problème de Skorokhod. Séminaire de Probabilités XIII. Lect. Notes in Maths721. Springer-Verlag (1978) Zbl0414.60055MR544782
  3. [3] Doob, J.L., Stochastic Processes, Wiley, New York, 1953. Zbl0053.26802MR58896
  4. [4] Dubins, L.E., and Gilat, D. (1978). On the distribution of maxima of martingales. Proc. Amer. Math. Soc.68, 337-338. Zbl0351.60049MR494473
  5. [5] Esary, J., Proschan, F., and Walkup, D. (1967). Association of random variables with applications. Ann. Math. Stat.38, 1466-1474. Zbl0183.21502MR217826
  6. [6] Fortuin, C., Kastelyn, P., and Ginibre, J. (1971). Correlation inequalities on some partially ordered sets. Proc. Camb. Phil. Soc.59, 13-20. MR292065
  7. [7] Meyer, P.A., Un cours sur les intégrales stochastiques. Séminaire de Probabilités X. Lecture Notes Math511, Springer-Verlag, Berlin, 1976. Zbl0374.60070MR501332
  8. [8] Monroe, I. (1972). On embedding right continuous martingales in Brownian motion. Ann. Math. Statist.43, 1293-1311. Zbl0267.60050MR343354
  9. [9] Newman, C.M. and Wright, A.L. (1980). An invariance principle for certain dependent sequences. Preprint. Zbl0465.60009MR624694
  10. [10] Dellacherie, C. (1979). Inégalités de convexité pour les processus croissants et les sous-martingales. Sém. de Probabilités XIII. Lect. Notes in Math721, Springer-Verlag. Zbl0416.60049MR544807

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