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
AbstractLet X1, X2,… be a sequence of i.i.d. random variables and Sn their partial sums. Necessary a...
International audienceFreedman’s inequality is a supermartingale counterpart to Bennett’s inequality...
For any discrete-time P–local martingale S there exists a probability measure Q∼P such that S is a Q...
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...
AbstractDifferent kinds of variations associated with a continuous two-parameter martingale bounded ...
Several inequalities of Bernstein's type are derived in a unified manner. Some extra light is shed o...
AbstractA general principle for martingale inequalities is illustrated by deriving ∥M∥p ⩽ [p + (p2 −...
We present a new proof of the Burkholder–Davis–Gundy inequalities for 1 ≤ p < ∞. The novelty of our ...
AbstractBernstein-type inequalities for local martingales are derived. The results extend a number o...
AbstractExact comparisons are made relating E|Y0|p, E|Yn−1|p, and E(maxj≤n−1 |Yj|p), valid for all m...
International audienceThe paper is devoted to establishing some general exponential inequalities for...
AbstractMoment inequalities for point process martingales are considered. Our main result is a point...
International audienceWe propose several exponential inequalities for self-normalized martingales si...
AbstractWe study Davis-type theorems on the moderate deviation probabilities of martingale differenc...
AbstractLet X1, X2,… be a sequence of i.i.d. random variables and Sn their partial sums. Necessary a...
International audienceFreedman’s inequality is a supermartingale counterpart to Bennett’s inequality...
For any discrete-time P–local martingale S there exists a probability measure Q∼P such that S is a Q...
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...
AbstractDifferent kinds of variations associated with a continuous two-parameter martingale bounded ...
Several inequalities of Bernstein's type are derived in a unified manner. Some extra light is shed o...
AbstractA general principle for martingale inequalities is illustrated by deriving ∥M∥p ⩽ [p + (p2 −...
We present a new proof of the Burkholder–Davis–Gundy inequalities for 1 ≤ p < ∞. The novelty of our ...
AbstractBernstein-type inequalities for local martingales are derived. The results extend a number o...
AbstractExact comparisons are made relating E|Y0|p, E|Yn−1|p, and E(maxj≤n−1 |Yj|p), valid for all m...
International audienceThe paper is devoted to establishing some general exponential inequalities for...
AbstractMoment inequalities for point process martingales are considered. Our main result is a point...
International audienceWe propose several exponential inequalities for self-normalized martingales si...
AbstractWe study Davis-type theorems on the moderate deviation probabilities of martingale differenc...
AbstractLet X1, X2,… be a sequence of i.i.d. random variables and Sn their partial sums. Necessary a...
International audienceFreedman’s inequality is a supermartingale counterpart to Bennett’s inequality...
For any discrete-time P–local martingale S there exists a probability measure Q∼P such that S is a Q...
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