The minimum maximum of a continuous martingale with given initial and terminal laws

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@article{a229fde074c211dbbee902004c4f4f50,

title = "The minimum maximum of a continuous martingale with given initial and terminal laws",

author = "Hobson, {David G.} and Pedersen, {Jesper Lund}",

year = "2002",

language = "English",

volume = "30",

pages = "978--999",

journal = "Annals of Probability",

issn = "0091-1798",

publisher = "Institute of Mathematical Statistics",

number = "2",

}