The following pages link to (Q3802328):
Displaying 9 items.
- The maximum maximum of a martingale with given \(n\) marginals (Q259564) (← links)
- On Azéma-Yor processes, their optimal properties and the Bachelier-drawdown equation (Q662437) (← links)
- Upper bounds for superquantiles of martingales (Q822309) (← links)
- Some inequalities with local times in zero of a Brownian motion (Q1198557) (← links)
- About the conditional value at risk of partial sums (Q1681558) (← links)
- About Doob's inequality, entropy and Tchebichef (Q1990047) (← links)
- Concentration inequalities for suprema of unbounded empirical processes (Q2077176) (← links)
- On joint distributions of the maximum, minimum and terminal value of a continuous uniformly integrable martingale (Q2347466) (← links)
- The Joint Law of a Max-Continuous Local Submartingale and Its Maximum (Q5150155) (← links)
