Optimal Stopping in the L log L -Inequality of Hardy and Littlewood

DOI10.1112/S0024609397003858zbMath0949.60057MaRDI QIDQ4265959

Goran Peskir, Svend-Erik Graversen

Publication date: 22 November 2000

Published in: Bulletin of the London Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

Brownian motionstopping timestrong Markov propertyoptimal stopping problem

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (1)

A trajectorial interpretation of Doob's martingale inequalities

This page was built for publication: Optimal Stopping in the L log L -Inequality of Hardy and Littlewood