On the expected diameter of an \(L_{2}\)-bounded martingale (Q1011162): Difference between revisions

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+.3571
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+Financial markets in continuous time. Translated from the French by Anna Kennedy
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+Q5343895
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+Q3823568
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+Q5639122
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+Every nonnegative submartingale is the absolute value of a martingale
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+On the ratio of the expected maximum of a martingale and the \(L_ p\)- norm of its last term
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+On the range of Brownian motion and its inverse process
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+Q4002114
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+Q5509994
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+On Embedding Right Continuous Martingales in Brownian Motion
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+Cyclically stationary Brownian local time processes
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+Q5524051
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+Publication:1011162