A simple proof of a theorem of Blackwell and Dubins on the maximum of a uniformly integrable martingale
Séminaire de probabilités de Strasbourg, Tome 22 (1988), pp. 214-216
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@article{SPS_1988__22__214_0,
author = {Gilat, David and Meilijson, Isaac},
title = {A simple proof of a theorem of {Blackwell} and {Dubins} on the maximum of a uniformly integrable martingale},
journal = {S\'eminaire de probabilit\'es de Strasbourg},
pages = {214--216},
publisher = {Springer - Lecture Notes in Mathematics},
volume = {22},
year = {1988},
mrnumber = {960529},
zbl = {0655.60037},
language = {fr},
url = {http://geodesic.mathdoc.fr/item/SPS_1988__22__214_0/}
}
TY - JOUR AU - Gilat, David AU - Meilijson, Isaac TI - A simple proof of a theorem of Blackwell and Dubins on the maximum of a uniformly integrable martingale JO - Séminaire de probabilités de Strasbourg PY - 1988 SP - 214 EP - 216 VL - 22 PB - Springer - Lecture Notes in Mathematics UR - http://geodesic.mathdoc.fr/item/SPS_1988__22__214_0/ LA - fr ID - SPS_1988__22__214_0 ER -
%0 Journal Article %A Gilat, David %A Meilijson, Isaac %T A simple proof of a theorem of Blackwell and Dubins on the maximum of a uniformly integrable martingale %J Séminaire de probabilités de Strasbourg %D 1988 %P 214-216 %V 22 %I Springer - Lecture Notes in Mathematics %U http://geodesic.mathdoc.fr/item/SPS_1988__22__214_0/ %G fr %F SPS_1988__22__214_0
Gilat, David; Meilijson, Isaac. A simple proof of a theorem of Blackwell and Dubins on the maximum of a uniformly integrable martingale. Séminaire de probabilités de Strasbourg, Tome 22 (1988), pp. 214-216. http://geodesic.mathdoc.fr/item/SPS_1988__22__214_0/