A Hoeffding-Azuma Type Inequality for Random Processes
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Published:2023-09-25
Issue:
Volume:21
Page:104
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ISSN:2291-8639
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Container-title:International Journal of Analysis and Applications
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language:
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Short-container-title:Int. J. Anal. Appl.
Abstract
The subject of this paper is a Hoeffding-Azuma type estimation for the difference between an adapted random process and its conditional expectation given a related filtration.
Publisher
SCIK Publishing Corporation
Subject
Applied Mathematics,Geometry and Topology,Business and International Management,Analysis