A generalization of the submartingale property: maximal inequality and applications to various stochastic processes (Q2297334)
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scientific article
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| English | A generalization of the submartingale property: maximal inequality and applications to various stochastic processes |
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Statements
A generalization of the submartingale property: maximal inequality and applications to various stochastic processes (English)
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18 February 2020
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\(a\)-achieving process
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Doob's inequality
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maximal inequality
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time series
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Lévy process
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processes with independent increments
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submartingale
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random walk
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branching process
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branching diffusion
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superprocess
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continuous state branching process
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Markov process
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geometric Brownian motion
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approximate convexity
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0.8007954955101013
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0.7950014472007751
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0.7931457161903381
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0.7924938797950745
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