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

DOI10.1112/S0024609397003858zbMath1021.60033MaRDI QIDQ4354262

Goran Peskir, Svend-Erik Graversen

Publication date: 15 September 1997

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

zbMATH Keywords

optimal stoppingstopping timesHardy-Littlewood inequality\(L\log L\)-inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Continuous-time Markov processes on general state spaces (60J25) Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Diffusion processes (60J60)

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