A sharp maximal inequality for one-dimensional Dunkl martingales
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Publication:894583
DOI10.1016/j.spl.2015.06.008zbMath1328.60112OpenAlexW2304605682MaRDI QIDQ894583
Publication date: 1 December 2015
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2015.06.008
Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44)
Cites Work
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- Best bounds in Doob's maximal inequality for Bessel processes