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Zapiski Nauchnykh Seminarov POMI, 2004, Volume 320, Pages 30–43
(Mi znsl593)
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This article is cited in 3 scientific papers (total in 3 papers)
Davis-type inequalities for a number of diffusion processes
Yu. L. Botnikov Saint-Petersburg State University
Abstract:
In this paper we obtain Davis-type maximal inequlaities for Bessel process of dimension parameter $\gg1$ and for the radial Ornstein–Uhlenbeck process. The proofs are based on generalization of the Lenglart domination principle.
Received: 25.05.2004
Citation:
Yu. L. Botnikov, “Davis-type inequalities for a number of diffusion processes”, Probability and statistics. Part 8, Zap. Nauchn. Sem. POMI, 320, POMI, St. Petersburg, 2004, 30–43; J. Math. Sci. (N. Y.), 137:1 (2006), 4502–4509
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https://www.mathnet.ru/eng/znsl593 https://www.mathnet.ru/eng/znsl/v320/p30
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Abstract page: | 233 | Full-text PDF : | 149 | References: | 48 |
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