Exponential inequalities for two-paramet
β
SΔ±Μlvia Moret; David Nualart
π
Article
π
2001
π
Elsevier Science
π
English
β 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.