A prophet inequality for L2-martingales

Author:

Osȩkowski Adam

Funder

NCN grant

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference13 articles.

1. Pseudo-prophet inequalities in average-optimal stopping;Allaart;Sequential Anal.,2003

2. Ratio prophet inequalities when the mortal has several choices;Assaf;Ann. Appl. Probab.,2002

3. The best constant in Burkholder’s weak-L1 inequality for the martingale square function;Cox;Proc. Amer. Math. Soc.,1982

4. Some sharp martingale inequalities related to Doob’s inequality;Cox,1984

5. A sharp inequality for sub-martingales and stopping times;Dubins;Astérisque,1988

Cited by 1 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Method of Moments and Sharp Inequalities for Martingales;Inequalities and Extremal Problems in Probability and Statistics;2017

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