On the exact constants in one-sided maximal inequalities for Bessel processes (Q5883820): Difference between revisions
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Property / cites work: Exit times of Brownian motion, harmonic majorization, and Hardy spaces / rank | |||
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Property / cites work: Stopping times of Bessel processes / rank | |||
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Property / cites work: Q3823568 / rank | |||
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Property / cites work: Maximal inequalities for Bessel processes / rank | |||
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Property / cites work: Upper and lower bounds of the norm of solutions of differential equations / rank | |||
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Property / cites work: Optimal stopping of the maximum process: The maximality principle / rank | |||
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Latest revision as of 18:25, 31 July 2024
scientific article; zbMATH DE number 7664891
Language | Label | Description | Also known as |
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English | On the exact constants in one-sided maximal inequalities for Bessel processes |
scientific article; zbMATH DE number 7664891 |
Statements
On the exact constants in one-sided maximal inequalities for Bessel processes (English)
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17 March 2023
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Bessel processes
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Burkholder-gundy inequalities
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optimal stopping problem
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