A sharp maximal inequality for a geometric Brownian motion (Q514864): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+G40
@@ Property / Mathematics Subject Classification ID: 60G40 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J65
@@ Property / Mathematics Subject Classification ID: 60J65 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F20
@@ Property / Mathematics Subject Classification ID: 35F20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+R60
@@ Property / Mathematics Subject Classification ID: 35R60 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6693530
@@ Property / zbMATH DE Number: 6693530 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+maximal inequality
@@ Property / zbMATH Keywords: maximal inequality / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+nonlinear differential equation
@@ Property / zbMATH Keywords: nonlinear differential equation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+optimal stopping problem
@@ Property / zbMATH Keywords: optimal stopping problem / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.11650/tjm.19.2015.2551
+Normal rank
@@ Property / OpenAlex ID @@
+W2029354033
@@ Property / OpenAlex ID: W2029354033 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:514864