- +\infty .} The
following result,
called Doob's
upcrossing inequality or, sometimes, Doob's
upcrossing lemma, is used in
proving Doob's
martingale convergence...
-
process that
exceed the
critical value or by
counting upcrossings of the
critical value,
where an
upcrossing is an
event where the
instantaneous value of the...
- Kolmogorov, Lévy)
Inequalities Burkholder–Davis–Gundy Doob's
martingale Doob's
upcrossing Kunita–Watanabe Marcinkiewicz–Zygmund
Tools Cameron–Martin
formula Convergence...
- Kolmogorov, Lévy)
Inequalities Burkholder–Davis–Gundy Doob's
martingale Doob's
upcrossing Kunita–Watanabe Marcinkiewicz–Zygmund
Tools Cameron–Martin
formula Convergence...
- Kolmogorov, Lévy)
Inequalities Burkholder–Davis–Gundy Doob's
martingale Doob's
upcrossing Kunita–Watanabe Marcinkiewicz–Zygmund
Tools Cameron–Martin
formula Convergence...
- Kolmogorov, Lévy)
Inequalities Burkholder–Davis–Gundy Doob's
martingale Doob's
upcrossing Kunita–Watanabe Marcinkiewicz–Zygmund
Tools Cameron–Martin
formula Convergence...
- on the
ansatz that
states "the
fraction of
trajectories with a
first upcrossing of the
barrier δ S = δ c r i t i c a l ( t ) {\textstyle \delta _{S}=\delta...
- Kolmogorov, Lévy)
Inequalities Burkholder–Davis–Gundy Doob's
martingale Doob's
upcrossing Kunita–Watanabe Marcinkiewicz–Zygmund
Tools Cameron–Martin
formula Convergence...
- doi:10.1214/aoms/1177698320. ISSN 0003-4851. ****nds,
James (1969). "
Upcrossing probabilities for
stationary Gaussian processes".
Transactions of the...
- Kolmogorov, Lévy)
Inequalities Burkholder–Davis–Gundy Doob's
martingale Doob's
upcrossing Kunita–Watanabe Marcinkiewicz–Zygmund
Tools Cameron–Martin
formula Convergence...
