Maximal inequalities for bessel processes

Diffusion Processes and their Sample Paths.

G. F. Newell, Kanae Ito, H. P. McKean · American Mathematical Monthly · 1968 · 1.1K citations

Engineering, Mathematics, Financial Economics +16

Extrapolation and interpolation of quasi-linear operators on martingales

D. L. Burkholder, Richard F. Gundy · Acta Mathematica · 1970 · 440 citations · Full text

Natural Sciences, Economics, Probability Theory +8

Exit times of Brownian motion, harmonic majorization, and Hardy spaces

D. L. Burkholder · Advances in Mathematics · 1977 · 159 citations

Engineering, Mathematics, Physics +17

Optimal Stopping Rules and Maximal Inequalities for Bessel Processes

Lester E. Dubins, L. A. Shepp, Albert N. Shiryaev · Theory of Probability and Its Applications · 1994 · 111 citations · Full text

Engineering, Economics, Financial Economics +10

On wald-type optimal stopping for Brownian motion

S. E. Graversen, Goran Peškir · Journal of Applied Probability · 1997 · 11 citations

Engineering, Mathematics, Decision Theory +15