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On the diameter of the stopped spider process

By Ewelina Bednarz and others
We consider the Brownian ``spider process'', also known as Walsh Brownian motion, first introduced in the epilogue of Walsh 1978. The paper provides the best constant C_n for the inequality E D_\tau\leq C_n \sqrt{E \tau}, where \tau is the class of all adapted and integrable stopping times and D... Show more
June 11, 2021
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On the diameter of the stopped spider process
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