DOIAbstract
AbstractSome known inequalities concerning p-variations and conditional p-variations for discrete parameter martingales are sharpened and carried over in the more general context
AbstractSome known inequalities concerning p-variations and conditional p-variations for discrete parameter martingales are sharpened and carried over in the more general context
We present a set of high-probability inequalities that control the concentration of weighted average...
Abstract. In these notes, we first give a brief overwiew of martingales methods, from Paul Lévy (193...
Bernstein-type inequalities for local martingales are derived. The results extend a number of well-k...
Some known inequalities concerning p-variations and conditional p-variations for discrete parameter ...
AbstractSome known inequalities concerning p-variations and conditional p-variations for discrete pa...
In this paper we establish an exponential estimate for the tail prob-ability of the supremum of a tw...
International audienceIn these notes, we first give a brief overwiew of martingales methods, from Pa...
textabstractSeveral inequalities of Bernstein's type are derived in a unified manner. Some extra lig...
In these notes, we first give a brief overwiew of martingales methods, from Paul Lévy (193...
AbstractDifferent kinds of variations associated with a continuous two-parameter martingale bounded ...
International audienceThe paper is devoted to establishing some general exponential inequalities for...
We present a set of high-probability inequalities that control the concentration of weighted average...
Abstract. In these notes, we first give a brief overwiew of martingales methods, from Paul Lévy (193...
Bernstein-type inequalities for local martingales are derived. The results extend a number of well-k...
Some known inequalities concerning p-variations and conditional p-variations for discrete parameter ...
AbstractSome known inequalities concerning p-variations and conditional p-variations for discrete pa...
In this paper we establish an exponential estimate for the tail prob-ability of the supremum of a tw...
International audienceIn these notes, we first give a brief overwiew of martingales methods, from Pa...
textabstractSeveral inequalities of Bernstein's type are derived in a unified manner. Some extra lig...
In these notes, we first give a brief overwiew of martingales methods, from Paul Lévy (193...
AbstractDifferent kinds of variations associated with a continuous two-parameter martingale bounded ...
International audienceThe paper is devoted to establishing some general exponential inequalities for...
We present a set of high-probability inequalities that control the concentration of weighted average...
Abstract. In these notes, we first give a brief overwiew of martingales methods, from Paul Lévy (193...
Bernstein-type inequalities for local martingales are derived. The results extend a number of well-k...
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