Optimal stopping problem for continuous local martingales and some sharp inequalities (Q4354631)
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scientific article; zbMATH DE number 1061911
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stopping problem for continuous local martingales and some sharp inequalities |
scientific article; zbMATH DE number 1061911 |
Statements
Optimal stopping problem for continuous local martingales and some sharp inequalities (English)
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23 March 1998
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continuous martingales
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Wiener process
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optimal stopping
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sharp inequalities
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least concave majorant
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