Improvement of Doob's inequality

MaRDI QIDQ3501029zbMATH OpenFDO

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

Publication date 3 June 2008

zbMATH Keywords

martingaleBrownian motionDoob's inequality

Mathematics Subject Classification ID

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

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Cited in

(1)

• Improvement of the Ushakov bound

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