A. Novikov, A. Shiryaev, “Remarks on moment inequalities and identities for martingales”, Statistics & Probability Letters, 2013, Volume 83, Issue 4, Pages 1260

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Statistics & Probability Letters, 2013, Volume 83, Issue 4, Pages 1260–1261
DOI: https://doi.org/10.1016/j.spl.2013.01.011 (Mi spl1)

This article is cited in 1 scientific paper (total in 1 paper)

Remarks on moment inequalities and identities for martingales

A. Novikov^ab, A. Shiryaev^a

^a Steklov Mathematical Institute, Moscow, Russia
^b University of Technology, Sydney, Australia

Citations (1)

DOI: https://doi.org/10.1016/j.spl.2013.01.011

Abstract: We present some comments on moment inequalities and identities for martingales in the context of the paper of Langovoy (2011).

Funding agency	Grant number
Australian Research Council
Ministry of Education and Science of the Russian Federation	11.G34.31.0073
Russian Foundation for Basic Research	11-01-00949-a
The first author was partially supported by ARC Discovery Grant. The second author was partially supported by Laboratory for Structural Methods of Data Analysis in Predictive Modeling, MIPT, RF government grant, ag. 11.G34.31.0073, and Russian Foundation for Basic Research, grant 11-01-00949-a.

Received: 11.09.2011
Revised: 10.01.2013
Accepted: 11.01.2013

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Document Type: Article

Language: English

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This publication is cited in the following 1 articles:

Franziska Kühn, René L. Schilling, “Maximal inequalities and some applications”, Probab. Surveys, 20:none (2023)

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