L p Inequalities for Stopping Times of Diffusions

DOI10.2307/2000063zbMath0597.60052OpenAlexW4253950644MaRDI QIDQ3730742

Richard Dante DeBlassie

Publication date: 1986

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2000063

zbMATH Keywords

maximal functiondiffusionsstopping times

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60) Stochastic integrals (60H05)

Related Items (1)

Some improvements on the L_p inequalities for diffusion processes

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