Generalization of an inequality of Birnbaum and Marshall, with applications to growth rates for submartingales

DOI10.1016/0304-4149(87)90027-5zbMath0617.60043OpenAlexW1983433405MaRDI QIDQ1822133

Eric V. Slud

Publication date: 1987

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(87)90027-5

zbMATH Keywords

occupation timessubmartingaleLenglart's inequalityGrowth of solutions of stochastic differential equationsstrong asymptotic lower bounds

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Strong limit theorems (60F15) Martingales with continuous parameter (60G44)

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Qualitative and infinitesimal robustness of tail-dependent statistical functionals ⋮ Central limit theorem for weighted martingales with applications ⋮ The law of the iterated logarithm for random variables with heavy tails and empirical processes

Cites Work

• Calcul stochastique et problèmes de martingales
• An iterated logarithm law for local time
• Generalization of an inequality of Kolmogorov
• A Martingale Inequality and the Law of Large Numbers
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• Some Multivariate Chebyshev Inequalities with Extensions to Continuous Parameter Processes
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