On Bernstein-type inequalities for martingales

Stochastic Processes and their Applications

Volumn 93, Issue 1, 2001, Pages 109-117

  Dzhaparidze, K ^a   Van Zanten, J H ^a  

^a CWI   (Netherlands)

Author keywords

Bernstein inequality; Exponential inequality; Exponential supermartingale; Locally square integrable martingale; Multiplicative decomposition

Indexed keywords

EID: 0013032193     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(00)00086-7     Document Type: Article

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