Martingales, Tauberian Theorem, and Strategies of Gambling
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Publication:4384404
DOI10.1137/S0040585X9797571XzbMath0895.60047MaRDI QIDQ4384404
Publication date: 8 September 1998
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
optimal stoppinguniform integrabilitysharp inequalitieslocal martingalesWald equationboundary crossing problemgambling strategies
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