A trajectorial interpretation of Doob's martingale inequalities (Q363856): Difference between revisions
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Property / author: Walter Schachermayer / rank | |||
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Property / Mathematics Subject Classification ID: 60G42 / rank | |||
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Property / Mathematics Subject Classification ID: 60G44 / rank | |||
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Property / Mathematics Subject Classification ID: 91G20 / rank | |||
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Property / zbMATH DE Number: 6205800 / rank | |||
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Doob maximal inequalities | |||
Property / zbMATH Keywords: Doob maximal inequalities / rank | |||
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martingale inequalities | |||
Property / zbMATH Keywords: martingale inequalities / rank | |||
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pathwise hedging | |||
Property / zbMATH Keywords: pathwise hedging / rank | |||
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Revision as of 12:13, 28 June 2023
scientific article
Language | Label | Description | Also known as |
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English | A trajectorial interpretation of Doob's martingale inequalities |
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A trajectorial interpretation of Doob's martingale inequalities (English)
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5 September 2013
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Doob maximal inequalities
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martingale inequalities
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pathwise hedging
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