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.

Bibliographic Details
Main Author: Mahir Hasanov
Format: Article
Language:English
Published: Etamaths Publishing 2023-09-01
Series:International Journal of Analysis and Applications
Online Access:http://etamaths.com/index.php/ijaa/article/view/2941

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