EXPONENTIAL ESTIMATES IN THE MARTINGALE CASE

被引：0
|
作者：
ZHULENEV, SV
机构：
来源：
MATHEMATICAL NOTES | 1985年 / 38卷 / 5-6期
关键词：
D O I：
10.1007/BF01157023
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
引用
收藏
页码：1015 / 1020
页数：6
相关论文
共 50 条
  • [1] RELIABILIGY ESTIMATES IN EXPONENTIAL CASE
    ENNS, EG
    OPERATIONS RESEARCH, 1966, 14 (05) : 945 - &
  • [2] An exponential martingale equation
    Mania, Michael
    Tevzadze, Revaz
    ELECTRONIC COMMUNICATIONS IN PROBABILITY, 2006, 11 : 206 - 216
  • [3] Estimates for the diameter of a martingale
    Osekowski, Adam
    STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES, 2015, 87 (02) : 235 - 256
  • [4] A martingale equation of exponential type
    Mania, M
    Tevzadze, R
    FROM STOCHASTIC CALCULUS TO MATHEMATICAL FINANCE: THE SHIRYAEV FESTSCHRIFT, 2006, : 507 - +
  • [5] A BMO-MARTINGALE EXPONENTIAL
    EMERY, M
    LECTURE NOTES IN MATHEMATICS, 1984, 1059 : 500 - 500
  • [6] SEMI-MARTINGALE EXPONENTIAL
    YOEURP, C
    COMPTES RENDUS HEBDOMADAIRES DES SEANCES DE L ACADEMIE DES SCIENCES SERIE A, 1974, 279 (13): : 523 - 525
  • [7] Optimal estimates for martingale transforms
    Huang, Jinghao
    Sukochev, Fedor
    Zanin, Dmitriy
    JOURNAL OF FUNCTIONAL ANALYSIS, 2022, 282 (11)
  • [8] Variational estimates for martingale paraproducts
    Kovac, Vjekoslav
    Zorin-Kranich, Pavel
    ELECTRONIC COMMUNICATIONS IN PROBABILITY, 2019, 24
  • [9] MODIFIED SHRINKAGE ESTIMATES IN THE EXPONENTIAL FAMILY CASE
    REKAB, K
    STOCHASTIC ANALYSIS AND APPLICATIONS, 1994, 12 (04) : 493 - 498
  • [10] Controlling the Occupation Time of an Exponential Martingale
    Ankirchner, Stefan
    Blanchet-Scalliet, Christophette
    Jeanblanc, Monique
    APPLIED MATHEMATICS AND OPTIMIZATION, 2017, 76 (02): : 415 - 428
12345