Estimates for the diameter of a martingale
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Publication:5265784
DOI10.1080/17442508.2014.939977zbMath1326.60059OpenAlexW2030560809MaRDI QIDQ5265784
Publication date: 29 July 2015
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508.2014.939977
Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44)
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Cites Work
- Quickest detection of a hidden target and extremal surfaces
- On the expected diameter of an \(L_{2}\)-bounded martingale
- Doob's inequalities revisited: A maximal \(H^ 1\)-embedding
- Optimal stopping of the maximum process: The maximality principle
- A Change-of-Variable Formula with Local Time on Surfaces
- On the Decomposition of Continuous Submartingales
- ON CONTINUOUS MARTINGALES
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