Abstract
We establish sharp weak type and logarithmic estimates for the diameter of the stopped Brownian motion. Then, using standard embedding theorems, we extend the results to the case of general real-valued continuous-path martingales. The proof rests on finding of the solutions to the corresponding three-dimensional optimal stopping problems.
Full Text 
Sign-in/Register to access full text options
Sign-in/Register to access full text options 
Published version (
Free)
Free) 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callMore From: Stochastics An International Journal of Probability and Stochastic Processes
Paper Title
Journal
Date
