On the Kolmogorov-Hájek-Renyi inequality and its applications

DOI10.1515/ROSE.1996.4.1.51zbMATH Open0855.60015OpenAlexW2060284456MaRDI QIDQ4884657FDOQ4884657

Authors: B. V. Bondarev, M. E. Koroljov 

Publication date: 7 July 1996

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose.1996.4.1.51

zbMATH Keywords

stochastic differential equationinequalities of Kolmogorov-Hájek-Rényi typemartingales with continuous time

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44)

Cited In (2)

• On the Hàjek-Rènyi inequality
• Title not available (Why is that?)

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