Minimax lower bounds and moduli of continuity
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Publication:1591166
DOI10.1016/S0167-7152(00)00104-8zbMath0965.60083MaRDI QIDQ1591166
Publication date: 2000
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Continuous-time Markov processes on general state spaces (60J25) Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40)
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