Improvement of Doob's inequality

zbMATH Open1150.60421MaRDI QIDQ3501029FDOQ3501029

Authors: Huiyun Li, Xinjuan Chen, Chunjuan Fu, Zhichan Li 

Publication date: 3 June 2008

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zbMATH Keywords

martingaleBrownian motionDoob's inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Brownian motion (60J65)

Cited In (1)

• Improvement of the Ushakov bound

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