A trajectorial interpretation of Doob's martingale inequalities (Q363856): Difference between revisions
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| Property / author | |||
| Property / author: Walter Schachermayer / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60G42 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60G44 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91G20 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6205800 / rank | |||
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| Property / zbMATH Keywords | |||
Doob maximal inequalities | |||
| Property / zbMATH Keywords: Doob maximal inequalities / rank | |||
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| Property / zbMATH Keywords | |||
martingale inequalities | |||
| Property / zbMATH Keywords: martingale inequalities / rank | |||
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| Property / zbMATH Keywords | |||
pathwise hedging | |||
| Property / zbMATH Keywords: pathwise hedging / rank | |||
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Revision as of 11:13, 28 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A trajectorial interpretation of Doob's martingale inequalities |
scientific article |
Statements
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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