On pathwise counterparts of Doob's maximal inequalities
Probability
2015-02-10 v1
Abstract
In this paper, we present pathwise counterparts of Doob's maximal inequalities (on the probability of exceeding a level) for submartingales and supermartingales.
Keywords
Cite
@article{arxiv.1410.8264,
title = {On pathwise counterparts of Doob's maximal inequalities},
author = {Alexander A. Gushchin},
journal= {arXiv preprint arXiv:1410.8264},
year = {2015}
}
Comments
This is a preprint of the manuscript accepted for publication in Proceedings of the Steklov Institute of Mathematics