A class of remarkable submartingales

Stochastic Processes and their Applications

Volumn 116, Issue 6, 2006, Pages 917-938

  Nikeghbali, Ashkan ^a  

^a SORBONNE UNIVERSITÉ   (France)

Author keywords

Az ma's submartingale; Bessel processes; General theory of stochastic processes; Inequalities; Skorokhod's stopping problem; Submartingales

Indexed keywords

BESSEL FUNCTIONS; COMPUTATIONAL COMPLEXITY; COMPUTATIONAL METHODS; PROBABILITY; PROBLEM SOLVING; SET THEORY; THEOREM PROVING;

AZÉMA'S SUBMARTINGALES; BESSEL PROCESSES; GENERAL THEORY OF STOCHASTIC PROCESSES; INEQUALITIES; SKOROKHOD'S STOPPING PROBLEMS; SUBMARTINGALES;

RANDOM PROCESSES;

EID: 33748158373     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2005.12.003     Document Type: Article

References (23)

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