Mathematical Inequalities & Applications · Volume 1, Issue 1 The integral analogue of the Hardy-Littlewood L log L-inequality for Brownian motion 01-12 Pages 137-148 DOI 10.7153/mia-01-12 Downloads Short PDF Full PDF PNG Authors Goran Peskir Keywords Brownian motion integral of Brownian path the L log L-inequality of Hardy and Littlewood optimal stopping (time) the principle of smooth fit the maximality principle Stephan's problem with moving boundary Itô-Tanaka's formula Burkholder-Gundy's inequality Doob's maximal inequality Doob's optional sampling theorem local time Subject classes 60G40 60J65 60E15 60G44 60J25 60J60
