Convex concentration inequalities and forward-backward stochastic calculus.
Klein, Thierry; Ma, Yutao; Privault, Nicolas
Electronic Journal of Probability [electronic only] (2006)
- Volume: 11, page 486-512
- ISSN: 1083-589X
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topKlein, Thierry, Ma, Yutao, and Privault, Nicolas. "Convex concentration inequalities and forward-backward stochastic calculus.." Electronic Journal of Probability [electronic only] 11 (2006): 486-512. <http://eudml.org/doc/127422>.
@article{Klein2006,
author = {Klein, Thierry, Ma, Yutao, Privault, Nicolas},
journal = {Electronic Journal of Probability [electronic only]},
language = {eng},
pages = {486-512},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {Convex concentration inequalities and forward-backward stochastic calculus.},
url = {http://eudml.org/doc/127422},
volume = {11},
year = {2006},
}
TY - JOUR
AU - Klein, Thierry
AU - Ma, Yutao
AU - Privault, Nicolas
TI - Convex concentration inequalities and forward-backward stochastic calculus.
JO - Electronic Journal of Probability [electronic only]
PY - 2006
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 11
SP - 486
EP - 512
LA - eng
UR - http://eudml.org/doc/127422
ER -
Citations in EuDML Documents
top- Wei Liu, Yutao Ma, Spectral gap and convex concentration inequalities for birth–death processes
- Liming Wu, Transportation inequalities for stochastic differential equations of pure jumps
- Hacene Djellout, Liming Wu, Lipschitzian norm estimate of one-dimensional Poisson equations and applications
- Iosif Pinelis, On the Bennett–Hoeffding inequality
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