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

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Latest revision as of 03:05, 20 March 2024

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A sharp maximal inequality for a geometric Brownian motion
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    A sharp maximal inequality for a geometric Brownian motion (English)
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    9 March 2017
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    maximal inequality
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    nonlinear differential equation
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    optimal stopping problem
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