Prophet regions and sharp inequalities for pth absolute moments of martingales
type: Item
instance of: scholarly article
title: Prophet regions and sharp inequalities for pth absolute moments of martingales
zbMATH Open document ID: 0594.60019
DOI: 10.1016/0047-259X(86)90072-2
author: David C. Cox
author: Robert P. Kertz
published in: Journal of Multivariate Analysis
publication date: 1986-01-01T00:00:00Z
Mathematics Subject Classification ID: 60E15
Mathematics Subject Classification ID: 60G42
Mathematics Subject Classification ID: 60G40
zbMATH DE Number: 3956097
zbMATH Keywords: prophet problem
zbMATH Keywords: optimal stopping
zbMATH Keywords: Young's inequality
zbMATH Keywords: Doob's
zbMATH Keywords: inequality
zbMATH Keywords: sharp inequalities
zbMATH Keywords: conjugate function theory
MaRDI profile type: Publication
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full work available at URL: 0047-259x(86)90072-2
OpenAlex ID: W2069087438
description: scientific article; zbMATH DE number 3956097