Several inequalities of Bernstein's type are derived in a unified manner. Some extra light is shed on the classical inequalities and implications are sought for instance for conditionally symmetric martingales and sequences of asymptotically continuous martingales.

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CWI
CWI. Probability, Networks and Algorithms [PNA]
Stochastics

Dzhaparidze, K.O, & van Zanten, J.H. (1999). A note on Bernstein-type inequalities for martingales. CWI. Probability, Networks and Algorithms [PNA]. CWI.