Pages that link to "Item:Q4121254"

The following pages link to On the Distribution of Maxima of Martingale (Q4121254):

Displaying 26 items.

• The maximum maximum of a martingale with given \(n\) marginals (Q259564) (← links)
• A trajectorial interpretation of Doob's martingale inequalities (Q363856) (← links)
• Weak characterizations of stochastic integrability and Dudley's theorem in infinite dimensions (Q482805) (← links)
• A diffusion-type process with a given joint law for the terminal level and supremum at an independent exponential time (Q645596) (← links)
• Correlation and the pricing of risks (Q665786) (← links)
• Model-independent hedging strategies for variance swaps (Q693029) (← links)
• Upper bounds for superquantiles of martingales (Q822309) (← links)
• Prophet regions and sharp inequalities for pth absolute moments of martingales (Q1077068) (← links)
• On the ratio of the expected maximum of a martingale and the \(L_ p\)- norm of its last term (Q1113189) (← links)
• Some inequalities with local times in zero of a Brownian motion (Q1198557) (← links)
• On distribution-free safe layer-additive pricing (Q1265936) (← links)
• The joint law of the maximum and terminal value of a martingale (Q1326340) (← links)
• Stochastic and convex orders and lattices of probability measures, with a martingale interpretation (Q1802335) (← links)
• Martingales with given maxima and terminal distributions (Q1813671) (← links)
• The minimum maximum of a continuous martingale with given initial and terminal laws (Q1872282) (← links)
• About Doob's inequality, entropy and Tchebichef (Q1990047) (← links)
• The geometry of multi-marginal Skorokhod embedding (Q2174667) (← links)
• Single jump filtrations and local martingales (Q2209740) (← links)
• On joint distributions of the maximum, minimum and terminal value of a continuous uniformly integrable martingale (Q2347466) (← links)
• On the adjustment coefficient, drawdowns and Lundberg-type bounds for random walk (Q2389601) (← links)
• Skorokhod embeddings, minimality and non-centred target distributions (Q2494406) (← links)
• Martingale Inequalities for the Maximum via Pathwise Arguments (Q2798582) (← links)
• Sharp Lorentz-norm estimates for dyadic-like maximal operators (Q4964737) (← links)
• The Joint Law of a Max-Continuous Local Submartingale and Its Maximum (Q5150155) (← links)
• The Joint Law of Terminal Values of a Nonnegative Submartingale and Its Compensator (Q5242512) (← links)
• Sharp Maximal Inequalities for Conditionally Symmetric Martingales and Brownian Motion (Q5751683) (← links)