Authors: Kordzakhia, N. E., Novikov, A. A., Shiryaev, A. N.
Superior Title: Kordzakhia , N E , Novikov , A A & Shiryaev , A N 2023 , ' The Kolmogorov inequality for the maximum of the sum of random variables and its martingale analogues ' , Theory of Probability and its Applications , vol. 68 , no. 3 , pp. 457-472 . https://doi.org/10.1137/S0040585X97T991568
Subject Terms: Doob inequality, exponential martingale identity, Kolmogorov inequality, maximal inequality, moment martingale identities, stopping time
Authors: Novikov, A. A., Kordzakhia, N. E.
Superior Title: Proceedings of the Steklov Institute of Mathematics. December 2014 287(1):225-231
Authors: KORDZAKHIA, N. E.1 nino.kordzakhia@mq.edu.au, NOVIKOV, A. A.2,3 alex.novikov@uts.edu.au
Superior Title: Theory of Probability & Its Applications. 2021, Vol. 66 Issue 4, p713-728. 16p.
Subject Terms: *JUMP processes, *EQUALITY, *ORNSTEIN-Uhlenbeck process