Geodesic
On the Martingales Upcrossings Inequality
Canadian mathematical bulletin, Tome 16 (1973) no. 3, pp. 453-454

Voir la notice de l'article provenant de la source Cambridge University Press

In this note we present a very simple proof of the upcrossings inequality (see [6], and the note at the end) for martingale sequences—one of the basic results in the theory of martingales—which does not make use of the notion of optional random variable, as is done in the usual proofs of the inequality. 
Menon, M. V.; Seshadri, V. On the Martingales Upcrossings Inequality. Canadian mathematical bulletin, Tome 16 (1973) no. 3, pp. 453-454. doi: 10.4153/CMB-1973-075-9
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[1] 1. Chung, K. L., A course in probability theory, Harcourt Brace, & World Inc., (1968), p. 304. Google Scholar

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