The maximum maximum of a martingale constrained by an intermediate law
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Publication:5936994
DOI10.1007/S004400000114zbMath0980.60048MaRDI QIDQ5936994
L. C. G. Rogers, David G. Hobson, Haydyn Brown
Publication date: 4 March 2002
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44)
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