On Doob's maximal inequality for Brownian motion (Q1275937)
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scientific article; zbMATH DE number 1240029
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Doob's maximal inequality for Brownian motion |
scientific article; zbMATH DE number 1240029 |
Statements
On Doob's maximal inequality for Brownian motion (English)
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14 January 1999
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Doob's maximal inequality
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Brownian motion
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optimal stopping time
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principle of smooth fit
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submartingale
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Itô-Tanaka's formula
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Burkholder-Gundy's inequality
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