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• W4367848319 abstract "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 $$ E D_tauleq C_n sqrt{E tau},$$ where $tau$ is the class of all adapted and integrable stopping times and $D$ denotes the diameter of the spider process measured in terms of the British rail metric. The proof relies on the explicit identification of the value function for the associated optimal stopping problem." @default.
• W4367848319 created "2023-05-04" @default.
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• W4367848319 date "2021-05-31" @default.
• W4367848319 modified "2023-10-18" @default.
• W4367848319 title "On the diameter of the stopped spider process" @default.
• W4367848319 doi "https://doi.org/10.48550/arxiv.2105.15202" @default.
• W4367848319 hasPublicationYear "2021" @default.
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