Osekowski, Adam, University of Warsaw
-
Vol 13 - Articles
Sharp inequality for bounded submartingales and their differential subordinates
Abstract PDF -
Vol 14 - Articles
Sharp maximal inequality for martingales and stochastic integrals
Abstract PDF -
Vol 15 - Articles
Sharp tail inequalities for nonnegative submartingales and their strong differential subordinates
Abstract PDF -
Vol 16 - Articles
On relaxing the assumption of differential subordination in some martingale inequalities
Abstract PDF
ISSN: 1083-589X