Some estimates related to the Doob's martingale inequalities

Jovalekic, M

Jovalekic, M (reprint author), Univ Belgrade, Sch Elect Engn, Belgrade, Serbia.

STATISTICS & PROBABILITY LETTERS, 2019; 153 (): 124

Abstract

Let M be a maximum and let N be a minimum of the non-negative martingale (X-1, F-1), (X-1, F-2), ... , (X-n, F-n). It is well known (Harremoes, 2008),......

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