A converse to the dominated convergence theorem
From MaRDI portal
Publication:2524316
Cited in
(34)- Doob's inequalities revisited: A maximal H^ 1-embedding
- On the ratio of the expected maximum of a martingale and the \(L_ p\)- norm of its last term
- Some inequalities with local times in zero of a Brownian motion
- Amarts: A class of asymptotic martingales. A: Discrete parameter
- On distribution-free safe layer-additive pricing
- Some special properties of conditional expectation
- The joint law of the maximum and terminal value of a martingale
- Designing options given the risk: The optimal Skorokhod-embedding problem
- Pathwise superhedging for time-dependent barrier options on càdlàg paths -- finite or infinite tradeable European, one-touch, lookback or forward starting options
- Stochastic and convex orders and lattices of probability measures, with a martingale interpretation
- Martingales with given maxima and terminal distributions
- The minimum maximum of a continuous martingale with given initial and terminal laws
- About Doob's inequality, entropy and Tchebichef
- The geometry of multi-marginal Skorokhod embedding
- Two explicit Skorokhod embeddings for simple symmetric random walk
- On joint distributions of the maximum, minimum and terminal value of a continuous uniformly integrable martingale
- General theories unifying ergodic averages and martingales
- Forcing divergence when the supremum is not integrable
- On invariant measures and ergodic theorems for positive operators
- The maximum maximum of a martingale with given \(n\) marginals
- Martingale inequalities for the maximum via pathwise arguments
- scientific article; zbMATH DE number 3890443 (Why is no real title available?)
- Stop Rule Inequalities for Uniformly Bounded Sequences of Random Variables
- Weak characterizations of stochastic integrability and Dudley's theorem in infinite dimensions
- The joint law of a max-continuous local submartingale and its maximum
- The joint law of terminal values of a nonnegative submartingale and its compensator
- Operator Limit Theorems
- An Operator Ergodic Theorem for Sequences of Functions
- Sharp Bounds on the Distribution of the Hardy-Littlewood Maximal Function
- A ratio operator limit theorem
- A diffusion-type process with a given joint law for the terminal level and supremum at an independent exponential time
- On Azéma-Yor processes, their optimal properties and the Bachelier-drawdown equation
- The persistence of an age-structured syphilis model
- Upper bounds for superquantiles of martingales
This page was built for publication: A converse to the dominated convergence theorem
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2524316)