Some inequalities with local times in zero of a Brownian motion
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Publication:1198557
DOI10.1016/0304-4149(92)90150-OzbMath0754.60089MaRDI QIDQ1198557
Publication date: 16 January 1993
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Brownian motion; extremal solutions; local time; stopping times; continuous local martingale; Hardy-Littlewood's inequality; Skorokhod's problem
60J65: Brownian motion
60G40: Stopping times; optimal stopping problems; gambling theory
60G46: Martingales and classical analysis
60J55: Local time and additive functionals
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