Sharp norm inequality for bounded submartingales and stochastic integrals.
Osekowski, Adam (2008)
JIPAM. Journal of Inequalities in Pure & Applied Mathematics [electronic only]
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.
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.
The search session has expired. Please query the service again.
Displaying similar documents to “Sharp inequality for bounded submartingales and their differential subordinates.”
Sharp norm inequality for bounded submartingales and stochastic integrals.
Spatial trajectories
Rafael V. Chacon, Yves Le Jan, John B. Walsh (1981)
Séminaire de probabilités de Strasbourg
Similarity:
A maximal inequality of non-negative submartingale.
Kim, Young-Ho (1999)
Journal of Inequalities and Applications [electronic only]
Similarity:
An optimal Itô formula for Lévy processes.
Eisenbaum, Nathalie, Walsh, Alexander (2009)
Electronic Communications in Probability [electronic only]
Similarity:
On conditional expectations
Václav Alda (1955)
Czechoslovak Mathematical Journal
Similarity:
Notes on integration
Vladimír Lovicar (1970)
Časopis pro pěstování matematiky
Similarity:
Central limit theorem of the smoothed empirical distribution functions for asymptotically stationary absolutely regular stochastic processes.
Elharfaoui, Echarif, Harel, Michel (2008)
Journal of Applied Mathematics and Stochastic Analysis
Similarity: