Zobrazeno 1 - 10
of 86
pro vyhledávání: '"Dubins, Lester"'
It is shown that the ratio between the expected diameter of an L2-bounded martingale and the standard deviation of its last term cannot exceed sqrt(3). Moreover, a one-parameter family of stopping times on standard Brownian Motion is exhibited, for w
Externí odkaz:
http://arxiv.org/abs/0807.3571
Publikováno v:
The Annals of Probability, 1996 Apr 01. 24(2), 882-904.
Externí odkaz:
https://www.jstor.org/stable/2244954
Autor:
Dubins, Lester E.
Publikováno v:
Lecture Notes-Monograph Series, 1996 Jan 01. 30, 7-12.
Externí odkaz:
https://www.jstor.org/stable/4355934
Publikováno v:
The Annals of Probability, 2009 Jan 01. 37(1), 393-402.
Externí odkaz:
https://www.jstor.org/stable/30244283
Autor:
Dubins, Lester E.
Publikováno v:
The American Mathematical Monthly, 1977 May 01. 84(5), 350-356.
Externí odkaz:
https://www.jstor.org/stable/2319963
Autor:
Dubins, Lester E., Pitman, Jim
Publikováno v:
Transactions of the American Mathematical Society, 1979 Jul 01. 251, 299-308.
Externí odkaz:
https://www.jstor.org/stable/1998695
Autor:
Dubins, Lester E.
Publikováno v:
Transactions of the American Mathematical Society, 1977 Sep 01. 232, 187-194.
Externí odkaz:
https://www.jstor.org/stable/1998933
Publikováno v:
Mathematics of Operations Research, 1977 May 01. 2(2), 125-134.
Externí odkaz:
https://www.jstor.org/stable/3689649
Publikováno v:
The Annals of Probability, 1975 Aug 01. 3(4), 722-725.
Externí odkaz:
https://www.jstor.org/stable/2959335