Estimates for the diameter of a martingale (Q5265784): Difference between revisions
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Property / cites work: On the Decomposition of Continuous Submartingales / rank | |||
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Property / cites work: On the expected diameter of an \(L_{2}\)-bounded martingale / rank | |||
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Property / cites work: ON CONTINUOUS MARTINGALES / rank | |||
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Property / cites work: Doob's inequalities revisited: A maximal \(H^ 1\)-embedding / rank | |||
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Property / cites work: Optimal stopping of the maximum process: The maximality principle / rank | |||
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Property / cites work: A Change-of-Variable Formula with Local Time on Surfaces / rank | |||
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Property / cites work: Quickest detection of a hidden target and extremal surfaces / rank | |||
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Latest revision as of 13:47, 10 July 2024
scientific article; zbMATH DE number 6467386
Language | Label | Description | Also known as |
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English | Estimates for the diameter of a martingale |
scientific article; zbMATH DE number 6467386 |
Statements
Estimates for the diameter of a martingale (English)
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29 July 2015
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martingales
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Brownian motion
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diameter
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optimal stopping problem
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