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Maximal Exponential Inequalities for Certain Diffusion Processes - MaRDI portal

Maximal Exponential Inequalities for Certain Diffusion Processes (Q2967988)

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Maximal Exponential Inequalities for Certain Diffusion Processes
scientific article

    Statements

    title
    Maximal Exponential Inequalities for Certain Diffusion Processes (English)
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    author
    Cloud Makasu
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    publication date
    9 March 2017
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    zbMATH Keywords
    Brownian motion
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    geometric Brownian motion
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    optimal stopping problem
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    Identifiers

    Mathematics Subject Classification ID
    60J60
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    60G40
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    60J65
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    zbMATH DE Number
    6693316
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    Wikidata QID
    Q115525476
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