Prophet regions and sharp inequalities for pth absolute moments of martingales (Q1077068)
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scientific article; zbMATH DE number 3956097
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Prophet regions and sharp inequalities for pth absolute moments of martingales |
scientific article; zbMATH DE number 3956097 |
Statements
Prophet regions and sharp inequalities for pth absolute moments of martingales (English)
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1986
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prophet problem
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optimal stopping
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Young's inequality
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Doob's
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inequality
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sharp inequalities
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conjugate function theory
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