Optimal stopping and best constants for Doob-like inequalities. I: The case \(p=1\)

DOI10.1214/AOP/1176990237zbMath0796.60050OpenAlexW1997570325MaRDI QIDQ1180587

S. D. Jacka

Publication date: 27 June 1992

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176990237

zbMATH Keywords

optimal stoppingOrlicz normsJohn- Nirenberg inequality for martingales of bounded mean oscillationuniformly integrable submartingale

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Maximal functions, Littlewood-Paley theory (42B25) Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) General theory of stochastic processes (60G07) (H^p)-spaces (42B30)

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