On probability and moment inequalities for supermartingales and martingales

DOI10.1007/s10440-007-9131-0zbMath1133.60019OpenAlexW2028026577MaRDI QIDQ5901239

Sergei Nagaev

Publication date: 19 July 2007

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.596.486

zbMATH Keywords

martingaleHölder inequalityJensen inequalitysubmartingalesupermartingale

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42)

Related Items

Moment inequalities for sums of dependent random variables under projective conditions

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