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A Note on Maximal Inequality for Stochastic Convolutions

✍ Scribed by Erika Hausenblas; Jan Seidler

Book ID
110323429
Publisher
Springer
Year
2001
Tongue
English
Weight
135 KB
Volume
51
Category
Article
ISSN
0011-4642

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πŸ“œ SIMILAR VOLUMES

Maximal Probability Inequalities for Sto
Maximal Probability Inequalities for Stochastic Processes
✍ F. MΓ³ricz πŸ“‚ Article πŸ“… 1995 πŸ› John Wiley and Sons 🌐 English βš– 346 KB

## Abstract Let __X~a,b~__ be nonnegative random variables with the property that __X~a,b~ ≦ X~a,c~ + X~c.b~__ for all 0__≦ a < c < b ≦ T__, where __T >__ 0 is fixed. We define __M~a,b~ =__ sup {__X~a,c~: a < c ≦ h__} and establish bounds for __P__[__M~a,b~ ≧ Ξ»__] in terms of given bounds for __P[X