Prophet regions and sharp inequalities for pth absolute moments of martingales

Author:

Cox David C,Kertz Robert P

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference15 articles.

1. Some sharp martingale inequalities related to Doob's inequality;Cox,1984

2. On a class of martingale inequalities;Cox;J. Multivariate Anal.,1983

3. On the distribution of maxima of martingales;Dubins,1978

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