We present some comments on moment inequalities and identities for martingales in the context of the paper of Langovoy (2011). © 2013 Elsevier B.V
This note proves the existence of a solution to a certain martingale problem and relates the martin-...
International audienceThe paper is devoted to establishing some general exponential inequalities for...
Abstract: Certain previously known upper bounds on the moments of the norm of martingales in 2-smoot...
International audienceIn these notes, we first give a brief overwiew of martingales methods, from Pa...
Abstract. In these notes, we first give a brief overwiew of martingales methods, from Paul Lévy (193...
In these notes, we first give a brief overwiew of martingales methods, from Paul Lévy (193...
We derive the tail inequalities between two random variables starting from inequalities between its ...
[[abstract]]We derive a moment inequality for the Skorohod representation theorem and apply it to ob...
AbstractExact comparisons are made relating E|Y0|p, E|Yn−1|p, and E(maxj≤n−1 |Yj|p), valid for all m...
(Translated by the author) Abstract. The probability inequality for maxk≤n Sk, where Sk = ∑k j=1Xj, ...
In this note we re-examine the analysis of the paper "On the martingale property of stochastic expon...
textabstractSeveral inequalities of Bernstein's type are derived in a unified manner. Some extra lig...
ABSTRACT: Some alternative proofs of the inequalities between the moments of the discrete probabili...
The purpose of this note is to investigate the effect of dilations on martingales and to give condit...
Uniform bounds on the departure from normality under various conditions of martingales and near mart...
This note proves the existence of a solution to a certain martingale problem and relates the martin-...
International audienceThe paper is devoted to establishing some general exponential inequalities for...
Abstract: Certain previously known upper bounds on the moments of the norm of martingales in 2-smoot...
International audienceIn these notes, we first give a brief overwiew of martingales methods, from Pa...
Abstract. In these notes, we first give a brief overwiew of martingales methods, from Paul Lévy (193...
In these notes, we first give a brief overwiew of martingales methods, from Paul Lévy (193...
We derive the tail inequalities between two random variables starting from inequalities between its ...
[[abstract]]We derive a moment inequality for the Skorohod representation theorem and apply it to ob...
AbstractExact comparisons are made relating E|Y0|p, E|Yn−1|p, and E(maxj≤n−1 |Yj|p), valid for all m...
(Translated by the author) Abstract. The probability inequality for maxk≤n Sk, where Sk = ∑k j=1Xj, ...
In this note we re-examine the analysis of the paper "On the martingale property of stochastic expon...
textabstractSeveral inequalities of Bernstein's type are derived in a unified manner. Some extra lig...
ABSTRACT: Some alternative proofs of the inequalities between the moments of the discrete probabili...
The purpose of this note is to investigate the effect of dilations on martingales and to give condit...
Uniform bounds on the departure from normality under various conditions of martingales and near mart...
This note proves the existence of a solution to a certain martingale problem and relates the martin-...
International audienceThe paper is devoted to establishing some general exponential inequalities for...
Abstract: Certain previously known upper bounds on the moments of the norm of martingales in 2-smoot...
DOI
Add to ORKG