A logarithmic bound for a stopped Brownian motion (Q2798171)
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scientific article; zbMATH DE number 6562322
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A logarithmic bound for a stopped Brownian motion |
scientific article; zbMATH DE number 6562322 |
Statements
A logarithmic bound for a stopped Brownian motion (English)
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1 April 2016
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Brownian motion
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optimal stopping problem
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free boundary problem
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Burkholder-Davis-Gundy inequality
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