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Une inegalite de martingales avec poids

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Séminaire de Probabilités XV 1979/80

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 850))

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References

  1. L. CHEVALIER. Un nouveau type d'inégalités pour les martingales discrètes. Z.W. 49, 1979, p.249–256.

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  2. E. LENGLART, D. LEPINGLE, M. PRATELLI. Présentation unifiée de certaines inégalités de la théorie des martingales. Sém. Prob. XIV, p.26–48. Lecture Notes in M. 784, Springer-Verlag 1980.

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  3. A. BONAMI et D. LEPINGLE. Fonction maximale et variation quadratique des martingales en présence d'un poids. Sém. Prob. XIII, p. 294–306. Lecture Notes in M. 721, Springer-Verlag 1979.

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  4. D.L. BURKHOLDER. Distribution function inequalities for martingales. Annals of Prob. 1, 1973, p.

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  5. P.A. MEYER. Martingales and stochastic integrals I. Lecture Notes in M. 284, Springer 1972.

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Author information

Authors and Affiliations

  1. Mathematics Department, National Central University, Chung-Li, Taiwan, Republic of China

    C. S. Chou

Authors
  1. C. S. Chou
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Jacques Azéma Marc Yor

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© 1981 Springer-Verlag

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Chou, C.S. (1981). Une inegalite de martingales avec poids. In: Azéma, J., Yor, M. (eds) Séminaire de Probabilités XV 1979/80. Lecture Notes in Mathematics, vol 850. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0088376

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  • DOI: https://doi.org/10.1007/BFb0088376

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-10689-0

  • Online ISBN: 978-3-540-38610-0

  • eBook Packages: Springer Book Archive

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