Inequalities for dominated martingales

DOI10.3150/07-BEJ5151zbMath1125.60037OpenAlexW2053875467MaRDI QIDQ880472

Adam Osȩkowski

Publication date: 15 May 2007

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3150/07-bej5151

zbMATH Keywords

martingalesOrlicz spacesmartingale inequalitiessubordinated martingales

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42)

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