Maximal Exponential Inequalities for Certain Diffusion Processes
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Publication:2967988
DOI10.1137/S0040585X97T988083zbMath1386.60274WikidataQ115525476 ScholiaQ115525476MaRDI QIDQ2967988
Publication date: 9 March 2017
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
60J65: Brownian motion
60G40: Stopping times; optimal stopping problems; gambling theory
60J60: Diffusion processes
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