The sharp constant for the Burkholder-Davis-Gundy inequality and non-smooth pasting (Q1708974)
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scientific article
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| English | The sharp constant for the Burkholder-Davis-Gundy inequality and non-smooth pasting |
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The sharp constant for the Burkholder-Davis-Gundy inequality and non-smooth pasting (English)
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27 March 2018
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BDG inequality
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non-smooth pasting
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optimal stopping
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ordinary integro-differential equations
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0.8255144357681274
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0.7984012961387634
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0.7910563349723816
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0.7682152986526489
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