7 results
Optimal stopping and maximal inequalities for geometric Brownian motion
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- Journal of Applied Probability / Volume 35 / Issue 4 / December 1998
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- 14 July 2016, pp. 856-872
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- December 1998
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OPTIMAL STOPPING IN THE Llog L-INEQUALITY OF HARDY AND LITTLEWOOD
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- Journal:
- Bulletin of the London Mathematical Society / Volume 30 / Issue 2 / March 1998
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- 01 March 1998, pp. 171-181
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- March 1998
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Extremal problems in the maximal inequalities of Khintchine
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- Journal:
- Mathematical Proceedings of the Cambridge Philosophical Society / Volume 123 / Issue 1 / January 1998
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- 01 January 1998, pp. 169-177
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- January 1998
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On wald-type optimal stopping for Brownian motion
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- Journal of Applied Probability / Volume 34 / Issue 1 / March 1997
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- 14 July 2016, pp. 66-73
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- March 1997
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The continuity principle in exponential type Orlicz spaces
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- Journal:
- Nagoya Mathematical Journal / Volume 137 / March 1995
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- 22 January 2016, pp. 55-75
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- March 1995
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A Riesz decomposition theorem
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- Nagoya Mathematical Journal / Volume 114 / June 1989
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- 22 January 2016, pp. 123-133
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- June 1989
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Quadratic variation and energy
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- Journal:
- Nagoya Mathematical Journal / Volume 100 / December 1985
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- 22 January 2016, pp. 163-180
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- December 1985
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