A sharp inequality for sub-martingales and stopping-times
Colloque Paul Lévy sur les processus stochastiques, Astérisque, no. 157-158 (1988), pp. 129-145 
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     author = {Dubins, Lester E. and Schwarz, Gideon},
     title = {A sharp inequality for sub-martingales and stopping-times},
     booktitle = {Colloque Paul L\'evy sur les processus stochastiques},
     series = {Ast\'erisque},
     pages = {129--145},
     year = {1988},
     publisher = {Soci\'et\'e math\'ematique de France},
     number = {157-158},
     zbl = {0671.60041},
     language = {en},
     url = {https://www.numdam.org/item/AST_1988__157-158__129_0/}
}
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Dubins, Lester E.; Schwarz, Gideon. A sharp inequality for sub-martingales and stopping-times, dans Colloque Paul Lévy sur les processus stochastiques, Astérisque, no. 157-158 (1988), pp. 129-145. https://www.numdam.org/item/AST_1988__157-158__129_0/

[1] Azema, J., and Yor, M. A : Une solution simple au problème de Skorokhod; Séminaire Probabilité XIII, Springer Lecture Notes in Mathematics 721, (1977-78) | Zbl | Numdam

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