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Different kinds of two-parameter martingales

✍ Scribed by Ely Merzbach; David Nualart

Book ID
112893185
Publisher
The Hebrew University Magnes Press
Year
1985
Tongue
English
Weight
665 KB
Volume
52
Category
Article
ISSN
0021-2172

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πŸ“œ SIMILAR VOLUMES

Exponential inequalities for two-paramet
Exponential inequalities for two-parameter martingales
✍ Sı́lvia Moret; David Nualart πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 95 KB

In this paper, we establish an exponential estimate for the tail probability of the supremum of a two-parameter continuous martingale vanishing on the axes, assuming that the quadratic variation is bounded.