Geodesic
A maximal inequality for skew Brownian motion
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 64 (2009) no. 5, pp. 958-959 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

@article{RM_2009_64_5_a8,
     author = {M. V. Zhitlukhin},
     title = {A maximal inequality for skew {Brownian} motion},
     journal = {Trudy Matematicheskogo Instituta imeni V.A. Steklova},
     pages = {958--959},
     year = {2009},
     volume = {64},
     number = {5},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/RM_2009_64_5_a8/}
}
TY  - JOUR
AU  - M. V. Zhitlukhin
TI  - A maximal inequality for skew Brownian motion
JO  - Trudy Matematicheskogo Instituta imeni V.A. Steklova
PY  - 2009
SP  - 958
EP  - 959
VL  - 64
IS  - 5
UR  - http://geodesic.mathdoc.fr/item/RM_2009_64_5_a8/
LA  - en
ID  - RM_2009_64_5_a8
ER  - 
%0 Journal Article
%A M. V. Zhitlukhin
%T A maximal inequality for skew Brownian motion
%J Trudy Matematicheskogo Instituta imeni V.A. Steklova
%D 2009
%P 958-959
%V 64
%N 5
%U http://geodesic.mathdoc.fr/item/RM_2009_64_5_a8/
%G en
%F RM_2009_64_5_a8
M. V. Zhitlukhin. A maximal inequality for skew Brownian motion. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 64 (2009) no. 5, pp. 958-959. http://geodesic.mathdoc.fr/item/RM_2009_64_5_a8/

[1] L. E. Dubins, G. Schwarz, Colloque Paul Lévy sur les processus stochastiques (Palaiseau, 1987), Astérisque, 157–158, 1988, 129–145 | MR | Zbl

[2] L. E. Dubins, L. A. Shepp, A. N. Shiryaev, Theory Probab. Appl., 38:2 (1993), 226–261 | DOI | MR | Zbl

[3] L. E. Dubins, D. Gilat, I. Meilijson, arXiv: 0807.3571v1

[4] J. M. Harrison, L. A. Shepp, Ann. Probab., 9:2 (1981), 309–313 | DOI | MR | Zbl

[5] Handbook of mathematical functions with formulas, graphs, and mathematical tables, National Bureau of Standards Appl. Math. Ser., 55, eds. M. Abramowitz, I. A. Stegun, U. S. Government Printing Office, Washington, DC, 1964 | MR | MR | Zbl | Zbl

[6] G. Peskir, A. Shiryaev, Optimal stopping and free-boundary problems, Lectures Math. ETH Zürich, Birkhäuser, Basel, 2006 | MR | Zbl