A sharp bound on the expected local time of a continuous ${\cal L}_2$-bounded Martingale

arXiv2002.06978MaRDI QIDQ6334959

Isaac Meilijson, David Gilat, Laura Sacerdote

Publication date: 17 February 2020

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44)

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