@incollection{AST_1988__157-158__129_0, author = {Dubins, Lester E. and Schwarz, Gideon}, title = {A sharp inequality for sub-martingales and stopping-times}, booktitle = {Colloque Paul L\'evy sur les processus stochastiques (22-26 juin 1987. \'Ecole Polytechnique, Palaiseau)}, series = {Ast\'erisque}, pages = {129--145}, publisher = {Soci\'et\'e math\'ematique de France}, number = {157-158}, year = {1988}, zbl = {0671.60041}, language = {en}, url = {http://www.numdam.org/item/AST_1988__157-158__129_0/} }
TY - CHAP AU - Dubins, Lester E. AU - Schwarz, Gideon TI - A sharp inequality for sub-martingales and stopping-times BT - Colloque Paul Lévy sur les processus stochastiques (22-26 juin 1987. École Polytechnique, Palaiseau) AU - Collectif T3 - Astérisque PY - 1988 SP - 129 EP - 145 IS - 157-158 PB - Société mathématique de France UR - http://www.numdam.org/item/AST_1988__157-158__129_0/ LA - en ID - AST_1988__157-158__129_0 ER -
%0 Book Section %A Dubins, Lester E. %A Schwarz, Gideon %T A sharp inequality for sub-martingales and stopping-times %B Colloque Paul Lévy sur les processus stochastiques (22-26 juin 1987. École Polytechnique, Palaiseau) %A Collectif %S Astérisque %D 1988 %P 129-145 %N 157-158 %I Société mathématique de France %U http://www.numdam.org/item/AST_1988__157-158__129_0/ %G en %F AST_1988__157-158__129_0
Dubins, Lester E.; Schwarz, Gideon. A sharp inequality for sub-martingales and stopping-times, dans Colloque Paul Lévy sur les processus stochastiques (22-26 juin 1987. École Polytechnique, Palaiseau), Astérisque, no. 157-158 (1988), pp. 129-145. http://www.numdam.org/item/AST_1988__157-158__129_0/
[1] A : Une solution simple au problème de Skorokhod; Séminaire Probabilité XIII, Springer Lecture Notes in Mathematics 721, (1977-78) | Numdam | Zbl
, andB : Le problème de Skorohod : complément a l'exposé précédent., Séminaire Probabilité XIII, Springer Lecture Notes in Mathematics 721, (1977-78) | Numdam | Zbl
, and[2] Construction of a martingales with given absolute values, Ann. Prob. 9/2, 314-320 (1981) | DOI | Zbl
,[3] A converse to Lebesgue's dominated convergence theorem, Ill. J. Math. 7/3, 508-514 (1963). | Zbl
, and ,[4] Stochastic Processes, Wiley & sons, New York 1953, page 317 | Zbl
,[5] On the distribution of maxima of martingales, Proc. A.M.S. 68, 337-338, (1978) | Zbl
, and[6] How to Gamble if you Must, McGraw-Hill 1965, | Zbl
, and ,Inequalities for Stochastic Processes, Dover, 1975. | Zbl
, and , repreinted as[7] On stationary strategies for absolutely continuous houses, Ann. Prob. 7, 461-467, (1979) | DOI | Zbl
, and[8] Every nonnegative submartingale is the absolute value of a martingale, Ann. Prob. 5, 475-481, (1977) | DOI | Zbl
,[9] A maximal theorem with function-theoretic applications. Acta Mathematica 54, 81-116, (1930) | DOI | JFM
, and ,[10] A gambling theorem and optimal stopping theory, Ann. Math. Statist. 42/5. 1697-1705 (1971). | DOI | Zbl
,[11] Countably additive gambling and optional stopping, Z. Wahrscheinlichkeitstheorie 41, 59-72 (1977). | DOI | Zbl
, and ,