On the exponential Orlicz norms of stopped Brownian motion (Q4882846)

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scientific article; zbMATH DE number 894276
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    On the exponential Orlicz norms of stopped Brownian motion
    scientific article; zbMATH DE number 894276

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      On the exponential Orlicz norms of stopped Brownian motion (English)
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      7 November 1996
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      Brownian motion
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      stopping time
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      exponential Orlicz norm
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      martingale inequalities
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      continuous local martingale
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