On the expected diameter of an \(L_{2}\)-bounded martingale (Q1011162)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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