Quelques inégalités concernant les martingales

DOI10.4064/sm-59-1-63-83zbMath0413.60046OpenAlexW974865560MaRDI QIDQ3048000

Dominique Lépingle

Publication date: 1976

Published in: Studia Mathematica (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/218106

zbMATH Keywords

potential theorystopping timesmartingale inequalities

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic potential theory (60J45)

Related Items (3)

La variation d'ordre p des semi-martingales ⋮ Weak Orlicz space and its applications to the martingale theory ⋮ Weighted BMO and discrete time hedging within the Black-Scholes model

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