Sharp inequalities for differentially subordinate harmonic functions and martingales

DOI10.4153/CMB-2011-113-8MaRDI QIDQ2909645zbMATH OpenOpenAlexFDO

Authors Adam Osȩkowski

Publication date 6 September 2012

Published in Canadian Mathematical Bulletin (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4153/cmb-2011-113-8

zbMATH Keywords

optimal stopping problemorthogonal martingalesconjugate harmonic functionsorthogonal harmonic functions

Mathematics Subject Classification ID

Harmonic, subharmonic, superharmonic functions in higher dimensions (31B05) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Optimal stopping in statistics (62L15) Probabilistic games; gambling (91A60)

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