Maximal inequalities and some applications

F Kühn, RL Schilling - Probability Surveys, 2023 - projecteuclid.org
A maximal inequality is an inequality which involves the (absolute) supremum sup s⩽ t| X s|
or the running maximum sup s⩽ t X s of a stochastic process (X t) t⩾ 0. We discuss maximal …

[PDF][PDF] Maximal Inequalities and Some Applications

F Kühn, RL Schilling - arXiv preprint arXiv:2204.04690, 2022 - researchgate.net
A maximal inequality is an inequality which involves the (absolute) supremum sups 妻 t| Xs|
or the running maximum sups 妻 t Xs of a stochastic process (Xt) t 李 0. We discuss maximal …

Maximal Inequalities and Some Applications

F Kühn, RL Schilling - arXiv e-prints, 2022 - ui.adsabs.harvard.edu
A maximal inequality is an inequality which involves the (absolute) supremum $\sup_ {s\leq
t}| X_ {s}| $ or the running maximum $\sup_ {s\leq t} X_ {s} $ of a stochastic process $(X_t) …

Maximal Inequalities and Some Applications

F Kühn, RL Schilling - arXiv preprint arXiv:2204.04690, 2022 - arxiv.org
A maximal inequality is an inequality which involves the (absolute) supremum $\sup_ {s\leq
t}| X_ {s}| $ or the running maximum $\sup_ {s\leq t} X_ {s} $ of a stochastic process $(X_t) …

Maximal inequalities and some applications

F Kühn, RL Schilling - Probability Surveys, 2023 - projecteuclid.org
A maximal inequality is an inequality which involves the (absolute) supremum sups 妻 t| Xs|
or the running maximum sups 妻 t Xs of a stochastic process (Xt) t 李 0. We discuss maximal …