A class of remarkable submartingales

DOI10.1016/j.spa.2005.12.003zbMath1104.60018arXivmath/0505515OpenAlexW2026044854MaRDI QIDQ850029

Ashkan Nikeghbali

Publication date: 15 November 2006

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0505515

zbMATH Keywords

inequalitiesBessel processesAzéma's submartingalegeneral theory of stochastic processesSkorokhod's stopping problem

Mathematics Subject Classification ID

Exact enumeration problems, generating functions (05A15) Determinants, permanents, traces, other special matrix functions (15A15) Paths and cycles (05C38) Eigenvalues, singular values, and eigenvectors (15A18) Martingales with continuous parameter (60G44)

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Cites Work

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