Optimal Stopping in the <i>L</i> log <i>L</i> -Inequality of Hardy and Littlewood (Q4265959)

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scientific article; zbMATH DE number 1344376
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Optimal Stopping in the <i>L</i> log <i>L</i> -Inequality of Hardy and Littlewood
scientific article; zbMATH DE number 1344376

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    Optimal Stopping in the <i>L</i> log <i>L</i> -Inequality of Hardy and Littlewood (English)
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    22 November 2000
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    Brownian motion
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    stopping time
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    optimal stopping problem
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    strong Markov property
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