Remarks on moment inequalities and identities for martingales

We present some comments on moment inequalities and identities for martingales in the context of the paper of Langovoy (2011).

Year of publication:	2013
Authors:	Novikov, Alexander ; Shiryaev, Albert
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 4, p. 1260-1261
Publisher:	Elsevier
Subject:	Local martingales \| Moment inequalities \| Measure of jumps

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010662304