Some dimension-free features of vector-valued martingales

Author:

Kallenberg Olav,Sztencel Rafal

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis

Reference23 articles.

1. Burkholder, D.L.: Sharp inequalities for martingales and stochastic integrals. In: Métivier, M., Neveu, J., Varadhan, S.R.S. (eds.) Actes du Colloque Paul Lévy sur les processus stochastiques. (Astérisque, vol. 157–158, pp. 75–94) Paris: Société Mathématique de France 1988

2. Chow, P.L., Menaldi, J.L.: Exponential estimates in exit probability for some diffusion processes in Hilbert spaces. Preprint 1989

3. Dehling, H., Denker, M., Philipp, W.: A bounded law of the iterated logarithm for Hilbert space valued martingales and its application toU-statistics. Probab. Th. Rel. Fields72, 111–131 (1986)

4. Dellacherie, C., Meyer, P.A.: Probabilités et potentiel, Chap. I–IV et V–VIII. Paris: Hermann 1975/1980

5. Dubins, L.E., Freedman, D.A.: A sharper form of the Borell-Cantelli lemma and the strong law. Ann. Math. Stat.36, 800–807 (1965)

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