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On pathwise counterparts of Doob's maximal inequalities
Probability · Submitted 30 Oct 2014
abstract compiled · 2026-09-23 · no language-model review
The authors' main claim In this paper, we present pathwise counterparts of Doob's maximal inequalities (on the probability of exceeding a level) for submartingales and supermartingales.
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In this paper, we present pathwise counterparts of Doob's maximal inequalities (on the probability of exceeding a level) for submartingales and supermartingales.
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| # | sentence | role | the authors' own work | states the main conclusion | strength |
|---|---|---|---|---|---|
| s0 | In this paper, we present pathwise counterparts of Doob's maximal inequalities (on the probability of exceeding a level) for submartingales and supermartingales. | contribution 1.00 | 0.91 | 0.65 | asserted 0.99 |
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In this paper, we present pathwise counterparts of Doob's maximal inequalities (on the probability of exceeding a level) for submartingales and supermartingales.
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Cites as background 5 papers
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As typical examples, let us mention Doob's maximal $L^p$- and $LlogL$-inequalities [ref] and the Burkholder–Davis–Gundy inequality [ref] .
Pathwise versions of the Burkholder-Davis-Gundy inequality · Introduction · 0.81
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We also mention the papers [ref] , [ref] , [ref] , [ref] , [ref] , [ref] , dealing with similar problems.
The maximum maximum of a martingale with given $n$ marginals · Introduction · 0.95
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We also mention the papers [ref] , [ref] , [ref] , [ref] , [ref] , [ref] , dealing with similar problems.
Arbitrage and duality in nondominated discrete-time models · Introduction · 0.95
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