The best estimation of a ratio inequality for continuous martingales
Masato Kikuchi (1989)
Séminaire de probabilités de Strasbourg
Similarity:
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
Displaying similar documents to “A martingale central limit theorem”
The best estimation of a ratio inequality for continuous martingales
Some remarks on ratio inequalities for continuous martingales
Norihiko Kazamaki, Masato Kikuchi (1989)
Studia Mathematica
Similarity:
Concentration inequalities for semi-bounded martingales
Yu Miao (2008)
ESAIM: Probability and Statistics
Similarity:
In this paper, we apply the technique of decoupling to obtain some exponential inequalities for semi-bounded martingale, which extend the results of de la Peña, Ann. probab. 27 (1999) 537–564.
On the characteristic function of a sum of m-dependent random variables.
Rhee, Wansoo T. (1986)
International Journal of Mathematics and Mathematical Sciences
Similarity:
The first passage problem for generalized Ornstein-Uhlenbeck processes with non-positive jumps
Dimitar I. Hadjiev (1985)
Séminaire de probabilités de Strasbourg
Similarity:
Application of the Mean Ergodic Theorem to Certain Semigroups
Gerd Herzog, Christoph Schmoeger (2008)
Publications de l'Institut Mathématique
Similarity:
Improved ratio inequalities for martingales
Masato Kikuchi (1991)
Studia Mathematica
Similarity:
Generalized solutions of time dependent impulsive control systems
Chang Eon Shin, Ryu Ji Hyun (1999)
Rendiconti del Seminario Matematico della Università di Padova
Similarity: