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IV: 14, 162-169, LNM 124 (1970)
MEYER, Paul-André
Quelques inégalités sur les martingales, d'après Dubins et Freedman (Martingale theory)
The original paper appeared in Ann. Math. Stat., 36, 1965, and the inequalities are extensions to martingales of the Borel-Cantelli lemma and the strong law of large numbers. For martingales with bounded jumps, exponential bounds are given (Neveu, Martingales à temps discret, gives a better one)
Comment: Though the proofs are very clever, so much work has been devoted to martingale inequalities since the paper was written that it is probably obsolete
Keywords: Inequalities
Nature: Exposition
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