Sharp Inequalities for Differentially Subordinate Harmonic Functions and Martingales
DOI10.4153/CMB-2011-113-8zbMath1257.31004OpenAlexW2079320188MaRDI QIDQ2909645
Publication date: 6 September 2012
Published in: Canadian Mathematical Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.4153/cmb-2011-113-8
optimal stopping problemorthogonal martingalesconjugate harmonic functionsorthogonal harmonic functions
Harmonic, subharmonic, superharmonic functions in higher dimensions (31B05) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Optimal stopping in statistics (62L15) Probabilistic games; gambling (91A60)
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