scientific article; zbMATH DE number 3956136

MaRDI QIDQ3725271zbMATH OpenFDO

Authors Wojbor A. Woyczyński, Stanislaw Kwapień

Publication date 1986

zbMATH Keywords

predictable processdecoupling principlesymmetric independent increments

Mathematics Subject Classification ID

Sample path properties (60G17) Stochastic integrals (60H05)

Recommendations

• Some Sharp Inequalities for Martingale Transforms
• Decoupling and domination inequalities with application to Wald's identity for martingales
• scientific article; zbMATH DE number 202496
• scientific article; zbMATH DE number 3956098
• A general class of exponential inequalities for martingales and ratios

Cited in

(9)

• Resampling \(U\)-statistics using \(p\)-stable laws
• On Martingale Measures for Stochastic Processes with Independent Increments
• scientific article; zbMATH DE number 1254560 (Why is no real title available?)
• PROCESSES HAVING ORTHOGONAL INCREMENTS AND STOCHASTIC INTEGRATORS
• scientific article; zbMATH DE number 432961 (Why is no real title available?)
• One modification of the martingale transform and its applications to paraproducts and stochastic integrals
• Decoupling of Banach-valued multilinear forms in independent symmetric Banach-valued random variables
• Local characteristics and tangency of vector-valued martingales
• Stochastic integration with respect to canonical \(\alpha\)-stable cylindrical Lévy processes

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3725271)