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

Research output: Contribution to journal › Article › Academic › peer-review

65 Citations (Scopus)

1 Downloads (Pure)

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

Access to Document

10.1016/S0304-4149(00)00086-7

Cite this

@article{e1e4c513df3b4fd7893895411cefcf35,

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.",

author = "K.O. Dzhaparidze and \{Zanten, van\}, J.H.",

year = "2001",

doi = "10.1016/S0304-4149(00)00086-7",

language = "English",

volume = "93",

pages = "109--117",

journal = "Stochastic Processes and their Applications",

issn = "0304-4149",

publisher = "Elsevier B.V.",

number = "1",

}

TY - JOUR

T1 - On Bernstein-type inequalities for martingales

AU - Dzhaparidze, K.O.

AU - Zanten, van, J.H.

PY - 2001

Y1 - 2001

N2 - 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.

AB - 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.

U2 - 10.1016/S0304-4149(00)00086-7

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

M3 - Article

SN - 0304-4149

VL - 93

SP - 109

EP - 117

JO - Stochastic Processes and their Applications

JF - Stochastic Processes and their Applications

IS - 1

ER -

On Bernstein-type inequalities for martingales

Abstract

Access to Document

Fingerprint

Cite this