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Bessel process
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optimal stopping
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Pedersen, Jesper Lund
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Journal of Multivariate Analysis
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Best Bounds in Doob's Maximal Inequality for Bessel Processes
Pedersen, Jesper Lund
- In:
Journal of Multivariate Analysis
75
(
2000
)
1
,
pp. 36-46
strategy is derived by applying
the
minimality
principle
. The main emphasis of the paper is on the explicit expressions …
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