scientific article; zbMATH DE number 3930072

MaRDI QIDQ3703052zbMATH OpenFDO

Authors Don van der Vecht

Publication date 1986

zbMATH Keywords

Blackwell-Dubins inequalityconvergence in distributionHardy- Littlewood maximal functionSkorokhod embedding problem

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Probability distributions: general theory (60E05) Central limit and other weak theorems (60F05) Brownian motion (60J65)

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(6)

• On the ratio of the expected maximum of a martingale and the \(L_ p\)- norm of its last term
• Stochastic and convex orders and lattices of probability measures, with a martingale interpretation
• Martingales with given maxima and terminal distributions
• Killed Brownian motion and the Brunn-Minkowski inequalities
• On Stop-Loss Order and the Distortion Pricing Principle
• Optimization and majorization of invariant measures

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