A sharp maximal inequality for a geometric Brownian motion (Q514864)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A sharp maximal inequality for a geometric Brownian motion |
scientific article |
Statements
A sharp maximal inequality for a geometric Brownian motion (English)
0 references
9 March 2017
0 references
maximal inequality
0 references
nonlinear differential equation
0 references
optimal stopping problem
0 references
