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On pathwise counterparts of Doob’s maximal inequalities

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Abstract

We present pathwise counterparts of Doob’s maximal inequalities (on the probability of exceeding a level) for submartingales and supermartingales.

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Authors and Affiliations

  1. Steklov Mathematical Institute, Russian Academy of Sciences, ul. Gubkina 8, Moscow, 119991, Russia

    A. A. Gushchin

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  1. A. A. Gushchin
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Correspondence to A. A. Gushchin.

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Published in Russian in Trudy Matematicheskogo Instituta imeni V.A. Steklova, 2014, Vol. 287, pp. 125–128.

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Gushchin, A.A. On pathwise counterparts of Doob’s maximal inequalities. Proc. Steklov Inst. Math. 287, 118–121 (2014). https://doi.org/10.1134/S0081543814080070

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  • DOI: https://doi.org/10.1134/S0081543814080070

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