A maximal inequality of non-negative submartingale

DOI10.1155/S1025583499000193zbMATH Open0934.60042OpenAlexW1970217172MaRDI QIDQ1297705FDOQ1297705

Authors: Young-Ho Kim 

Publication date: 17 April 2000

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/120196

Recommendations

• Sharp maximal inequalities for the moments of martingales and non-negative submartingales
• Maximal phi-Inequalities for Nonnegative Submartingales
• A submartingale inequality
• A maximal inequality for nonnegative sub- and supermartingales

zbMATH Keywords

inner productmaximal inequalitysubmartingalestrongly subordinate

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Martingales and classical analysis (60G46)

Cited In (8)

• A maximal inequality for nonnegative sub- and supermartingales
• Maximal phi-Inequalities for Nonnegative Submartingales
• Title not available (Why is that?)
• Title not available (Why is that?)
• Sharp tail inequalities for nonnegative submartingales and their strong differential subordinates
• Weak Type Inequality for the Square Function of a Nonnegative Submartingale
• A generalization of the submartingale property: maximal inequality and applications to various stochastic processes
• Generalization of an inequality of Birnbaum and Marshall, with applications to growth rates for submartingales

This page was built for publication: A maximal inequality of non-negative submartingale

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1297705)