One-sided maximal inequalities for a randomly stopped Bessel process (Q6166464): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1080/07474946.2023.2193593 / rank
 
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Latest revision as of 16:03, 1 August 2024

scientific article; zbMATH DE number 7708163
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English
One-sided maximal inequalities for a randomly stopped Bessel process
scientific article; zbMATH DE number 7708163

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    One-sided maximal inequalities for a randomly stopped Bessel process (English)
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    6 July 2023
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    Bessel processes
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    Burkholder-Gundy inequalities
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    optimal stopping problem
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