On the expected diameter of an \(L_{2}\)-bounded martingale (Q1011162): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 22:20, 30 January 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the expected diameter of an \(L_{2}\)-bounded martingale |
scientific article |
Statements
On the expected diameter of an \(L_{2}\)-bounded martingale (English)
0 references
8 April 2009
0 references
Brownian motion
0 references
gambling theory
0 references
martingale
0 references
optimal stopping
0 references