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Exponential inequalities for two-parameter martingales

✍ Scribed by Sı́lvia Moret; David Nualart

Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
95 KB
Volume
54
Category
Article
ISSN
0167-7152

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✦ Synopsis

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.

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