Martingale Inequalities for the Maximum via Pathwise Arguments (Q2798582)

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Martingale Inequalities for the Maximum via Pathwise Arguments
scientific article

    Statements

    title
    Martingale Inequalities for the Maximum via Pathwise Arguments (English)
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    author
    Jan Obłój
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    Peter Spoida
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    Nizar Touzi
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    publication date
    13 April 2016
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    zbMATH Keywords
    martingale inequalities
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    running maximum process
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    Identifiers

    zbMATH DE Number
    6567621
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