Title of article
On Bernstein-type inequalities for martingales
Author/Authors
Dzhaparidze، نويسنده , , K. and van Zanten، نويسنده , , J.H.، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2001
Pages
9
From page
109
To page
117
Abstract
Bernstein-type inequalities for local martingales are derived. The results extend a number of well-known exponential inequalities and yield an asymptotic inequality for a sequence of asymptotically continuous martingales.
Keywords
Locally square integrable martingale , Bernstein inequality , Multiplicative decomposition , Exponential supermartingale , Exponential inequality
Journal title
Stochastic Processes and their Applications
Serial Year
2001
Journal title
Stochastic Processes and their Applications
Record number
1576811
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