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Doob's martingale inequality · Vinony

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EntityQ1242402· pop 8· linked from 191 articles

Doob's martingale inequality

inequality applying to (sub-)martingales

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Connections

stochastic process

Categories

Martingale theory Probabilistic inequalities Statistical inequalities

Sources

wikipedia.externallinksexternallink

Markov chain

Entity

queueing theory

Poisson process

càdlàg function

Joseph Leo Doob

optional stopping theorem

quadratic variation

International Standard Book Number

digital object identifier

machine learning

probability theory

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What links here191 pages

Branching process

independent and identically distributed random variables

percolation theory

uniform integrability

Schramm–Loewner evolution

large deviations theory

additive process

Predictable process

Black–Scholes model

Feynman–Kac formula

Donsker's theorem

Markov property

convergence of random variables

exchangeable random variables

Geometric Brownian motion

Hull–White model

extreme value theory

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