On Probability and Moment Inequalities for Supermartingales and Martingales
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Publication:5307630
DOI10.1137/S0040585X97982438zbMath1122.60046MaRDI QIDQ5307630
Publication date: 17 September 2007
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0040585x97982438
martingale; separable Banach space; expectation; supermartingale; Rosenthal inequality; Burkholder inequality; Fuk's inequality; Bernstein and Bennet-Hoeffding inequalities; filtered probability space
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