On the exponential Orlicz norms of stopped Brownian motion (Q4882846)
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scientific article; zbMATH DE number 894276
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the exponential Orlicz norms of stopped Brownian motion |
scientific article; zbMATH DE number 894276 |
Statements
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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