On probability and moment inequalities for supermartingales and martingales

DOI10.1007/s10440-007-9131-0zbMath1133.60019MaRDI QIDQ5901239

Sergei Nagaev

Publication date: 19 July 2007

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.596.486

zbMATH Keywords

martingale; Hölder inequality; Jensen inequality; submartingale; supermartingale

Mathematics Subject Classification ID

60E15: Inequalities; stochastic orderings

60G42: Martingales with discrete parameter

Related Items

Moment inequalities for sums of dependent random variables under projective conditions

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