A sharp maximal inequality for a geometric Brownian motion (Q514864)
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scientific article; zbMATH DE number 6693530
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A sharp maximal inequality for a geometric Brownian motion |
scientific article; zbMATH DE number 6693530 |
Statements
A sharp maximal inequality for a geometric Brownian motion (English)
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9 March 2017
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maximal inequality
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nonlinear differential equation
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optimal stopping problem
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