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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