Lecture notes on martingale inequalities
Probability
2024-04-29 v1
Abstract
We present a few techniques for proving estimates for martingales. Basic applications to It\^o integration and rough paths are included.
Cite
@article{arxiv.2404.17197,
title = {Lecture notes on martingale inequalities},
author = {Pavel Zorin-Kranich},
journal= {arXiv preprint arXiv:2404.17197},
year = {2024}
}
Comments
45 pages. University of Bonn, Winter term 2021/22