A probabilistic formula for the concave hull of a function
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Publication:1917213
DOI10.1214/AOP/1176987813zbMath0852.60049OpenAlexW1999735590MaRDI QIDQ1917213
Publication date: 2 December 1996
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176987813
Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic potential theory (60J45) Pluriharmonic and plurisubharmonic functions (31C10)
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