Prophet regions and sharp inequalities for pth absolute moments of martingales (Q1077068)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Prophet regions and sharp inequalities for pth absolute moments of martingales
scientific article

    Statements

    Prophet regions and sharp inequalities for pth absolute moments of martingales (English)
    0 references
    0 references
    0 references
    1986
    0 references
    0 references
    0 references
    0 references
    0 references
    prophet problem
    0 references
    optimal stopping
    0 references
    Young's inequality
    0 references
    Doob's
    0 references
    inequality
    0 references
    sharp inequalities
    0 references
    conjugate function theory
    0 references
    0 references