V. Mackevičius, “Support of the solution of a stochastic differential equation”, Lith Math J, 26, № 1, 1986, 57
Nino E Kordzahiya, Aleksandr Aleksandrovich Novikov, Albert Nikolaevich Shiryaev, “Неравенство Колмогорова для максимума суммы случайных величин и его мартингальные аналоги”, Теория вероятностей и ее применения, 68, № 3, 2023, 565
Litan Yan, “Maximal inequalities for the iterated fractional integrals”, Statistics & Probability Letters, 69, № 1, 2004, 69
A. A. Novikov, “Martingale identities and inequalities and their applications in nonlinear boundary-value problems for random processes”, Mathematical Notes of the Academy of Sciences of the USSR, 35, № 3, 1984, 241