Optimal stopping and maximal inequalities for linear diffusions

DOI10.1023/A:1021659328029zbMath0905.60058OpenAlexW141035355MaRDI QIDQ1383185

Goran Peskir, Svend-Erik Graversen

Publication date: 14 January 1999

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1021659328029

zbMATH Keywords

optimal stoppingmaximal inequalitieslinear diffusionspeed measure

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60)

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