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
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
Journal title :
Stochastic Processes and their Applications
