Doob 极大不等式的路径对应形式
概率论
2015-02-10 v1
摘要
本文提出了针对次鞅和上鞅的 Doob 极大不等式（关于超过某水平的概率）的路径对应形式。
关键词
引用
@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}
}
备注
This is a preprint of the manuscript accepted for publication in Proceedings of the Steklov Institute of Mathematics