On Bernstein-type inequalities for martingales

K.O. Dzhaparidze; J.H. Zanten, van

doi:10.1016/S0304-4149(00)00086-7

On Bernstein-type inequalities for martingales

K.O. Dzhaparidze, J.H. Zanten, van

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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.

Original language	English
Pages (from-to)	109-117
Journal	Stochastic Processes and their Applications
Volume	93
Issue number	1
DOIs	https://doi.org/10.1016/S0304-4149(00)00086-7
Publication status	Published - 2001

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title = "On Bernstein-type inequalities for martingales",

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.",

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AU - Zanten, van, J.H.

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DO - 10.1016/S0304-4149(00)00086-7

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VL - 93

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EP - 117

JO - Stochastic Processes and their Applications

JF - Stochastic Processes and their Applications

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On Bernstein-type inequalities for martingales

Abstract

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