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A maximal inequality for skew Brownian motion - MaRDI portal

A maximal inequality for skew Brownian motion (Q4930141)

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scientific article; zbMATH DE number 5792655
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English
A maximal inequality for skew Brownian motion
scientific article; zbMATH DE number 5792655

    Statements

    title
    A maximal inequality for skew Brownian motion (English)
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    publication date
    28 September 2010
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    zbMATH Keywords
    maximal inequality
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    skew Brownian motion
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    optimal stopping
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    author
    Mikhail Zhitlukhin
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    Identifiers

    Mathematics Subject Classification ID
    60E15
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    60G40
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    60J65
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    zbMATH DE Number
    5792655
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    OpenAlex ID
    W1513192549
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