The integral analogue of the Hardy-Littlewood <i>L</i> log <i>L</i>-inequality for Brownian motion (Q4373986)
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scientific article; zbMATH DE number 1112352
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| English | The integral analogue of the Hardy-Littlewood <i>L</i> log <i>L</i>-inequality for Brownian motion |
scientific article; zbMATH DE number 1112352 |
Statements
The integral analogue of the Hardy-Littlewood <i>L</i> log <i>L</i>-inequality for Brownian motion (English)
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11 October 1998
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Brownian motion
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integral of Brownian path
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optimal stopping time
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Stephan's problem with moving boundary
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Itô-Tanaka's formula
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Burkholder-Gundy's inequality
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Doob's maximal inequality
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Doob's optional sampling theorem
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local time
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0.9529338479042052
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0.9482896327972412
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0.8721110820770264
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