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Distribution Function Inequalities for Martingales

  • Burkholder D
The Annals of Probability (2007) 1(1)
DOI: 10.1214/aop/1176997023
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Abstract

This is a guide to some recent work in the theory of martingale inequalities. Methods are simplified; some new proofs are given. A number of new results are also included.

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APA

Burkholder, D. L. (2007). Distribution Function Inequalities for Martingales. The Annals of Probability, 1(1). https://doi.org/10.1214/aop/1176997023

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