Optimal Stopping in the L log L -Inequality of Hardy and Littlewood
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Publication:4265959
DOI10.1112/S0024609397003858zbMath0949.60057MaRDI QIDQ4265959
Goran Peskir, Svend-Erik Graversen
Publication date: 22 November 2000
Published in: Bulletin of the London Mathematical Society (Search for Journal in Brave)
Inequalities; stochastic orderings (60E15) Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40)
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