Inequalities for a Pair of Processes Stopped at a Random Time
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Publication:3709553
DOI10.1112/plms/s3-52.1.142zbMath0585.60055OpenAlexW1969629931MaRDI QIDQ3709553
Martin T. Barlow, Marc Yor, S. D. Jacka
Publication date: 1986
Published in: Proceedings of the London Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1112/plms/s3-52.1.142
Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) General theory of stochastic processes (60G07)
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