A simple proof of a theorem of blackwell & dubins on the maximum of a uniformly integrable martingale

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

Original languageEnglish
Title of host publicationSéminaire de Probabilités XXII
EditorsJacques Azéma, Marc Yor, Paul André Meyer
Place of PublicationBerlin, Heidelberg
PublisherSpringer Berlin Heidelberg
Pages214-216
Number of pages3
Volume1321
Edition1
ISBN (Electronic)978-3-540-39228-6
ISBN (Print)978-3-540-19351-7
DOIs
StatePublished - 1988

Publication series

NameLecture Notes in Mathematics
PublisherSpringer, Berlin, Heidelberg
Volume1321
ISSN (Print)0075-8434
ISSN (Electronic)1617-9692

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