On Doob's maximal inequality for Brownian motion
type: Item
instance of: scholarly article
title: On Doob's maximal inequality for Brownian motion
zbMATH Open document ID: 0913.60011
DOI: 10.1016/S0304-4149(97)00032-X
published in: Stochastic Processes and their Applications
publication date: 1999-01-14T00:00:00Z
Mathematics Subject Classification ID: 60E15
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 60G44
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60G40
zbMATH DE Number: 1240029
zbMATH Keywords: Doob's maximal inequality
zbMATH Keywords: Brownian motion
zbMATH Keywords: optimal stopping time
zbMATH Keywords: principle of smooth fit
zbMATH Keywords: submartingale
zbMATH Keywords: Itô-Tanaka's formula
zbMATH Keywords: Burkholder-Gundy's inequality
author: Svend-Erik Graversen
author: Goran Peskir
MaRDI profile type: Publication
cites work: Q3049602
cites work: Q3973695
cites work: Q4274905
cites work: Doob's inequalities revisited: A maximal \(H^ 1\)-embedding
cites work: Q3997782
cites work: Sharp Maximal Inequalities for Conditionally Symmetric Martingales and Brownian Motion
Wikidata QID: Q126807134
description: scientific article; zbMATH DE number 1240029