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

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On the expected diameter of an \(L_{2}\)-bounded martingale
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    On the expected diameter of an \(L_{2}\)-bounded martingale (English)
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    8 April 2009
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    Brownian motion
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    gambling theory
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    martingale
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    optimal stopping
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