If Mn is a square integrable martingale with respect to {Fn} and Mn=max{∣M0∣,...,∣Mn∣}
then show that for every a > 0, P{Mn≥a}≤a−2E[Mn2]
ChatGPT gave me the following answer:
This site uses cookies to help personalise content, tailor your experience and to keep you logged in if you register.
By continuing to use this site, you are consenting to our use of cookies.