Bernstein-type inequalities for local martingales are derived. The results extend a number of well-known exponential inequalities and yield an asymptotic inequality for a sequence of asymptotically continuous martingales
AbstractWe consider a broad class of continuous martingales whose local modulus of continuity is in ...
We propose several exponential inequalities for self-normalized martingales similar to those establi...
This note proves the existence of a solution to a certain martingale problem and relates the martin-...
Bernstein-type inequalities for local martingales are derived. The results extend a number of well-k...
AbstractBernstein-type inequalities for local martingales are derived. The results extend a number o...
textabstractSeveral inequalities of Bernstein's type are derived in a unified manner. Some extra lig...
AbstractMoment inequalities for locally square integrable martingales are considered. The growth rat...
AbstractWith the help of the Garsia-Rodemich-Rumsey lemma, some improvements of the Burkholder-Davis...
Moment inequalities for locally square integrable martingales are considered. The growth rates of th...
International audienceThe paper is devoted to establishing some general exponential inequalities for...
International audienceIn these notes, we first give a brief overwiew of martingales methods, from Pa...
In these notes, we first give a brief overwiew of martingales methods, from Paul Lévy (193...
AbstractWe consider a broad class of continuous martingales whose local modulus of continuity is in ...
We propose several exponential inequalities for self-normalized martingales similar to those establi...
This note proves the existence of a solution to a certain martingale problem and relates the martin-...
Bernstein-type inequalities for local martingales are derived. The results extend a number of well-k...
AbstractBernstein-type inequalities for local martingales are derived. The results extend a number o...
textabstractSeveral inequalities of Bernstein's type are derived in a unified manner. Some extra lig...
AbstractMoment inequalities for locally square integrable martingales are considered. The growth rat...
AbstractWith the help of the Garsia-Rodemich-Rumsey lemma, some improvements of the Burkholder-Davis...
Moment inequalities for locally square integrable martingales are considered. The growth rates of th...
International audienceThe paper is devoted to establishing some general exponential inequalities for...
International audienceIn these notes, we first give a brief overwiew of martingales methods, from Pa...
In these notes, we first give a brief overwiew of martingales methods, from Paul Lévy (193...
AbstractWe consider a broad class of continuous martingales whose local modulus of continuity is in ...
We propose several exponential inequalities for self-normalized martingales similar to those establi...
This note proves the existence of a solution to a certain martingale problem and relates the martin-...
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