A Hoeffding-Azuma Type Inequality for Random Processes
The subject of this paper is a Hoeffding-Azuma type estimation for the difference between an adapted random process and its conditional expectation given a related filtration.
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Format: | Article |
Language: | English |
Published: |
Etamaths Publishing
2023-09-01
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Series: | International Journal of Analysis and Applications |
Online Access: | http://etamaths.com/index.php/ijaa/article/view/2941 |