A ratio inequality for Bessel processes. (Q1423043): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.spl.2003.10.003 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2007228274 / rank
 
Normal rank
Property / cites work
 
Property / cites work: (Semi-) martingale inequalities and local times / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stopping times of Bessel processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4274905 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximal inequalities for Bessel processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximal inequalities for the Ornstein-Uhlenbeck process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3959169 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Diffusion processes and their sample paths. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inequalities for Non-Moderate Functions of a Pair of Stochastic Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3862797 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Bessel motion and a singular integral equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Best bounds in Doob's maximal inequality for Bessel processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3923359 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4226355 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3763296 / rank
 
Normal rank
Property / cites work
 
Property / cites work: L p estimates for stopping times of Bessel processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bessel diffusions as a one-parameter family of diffusion processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximal inequalities for a continuous semimartingale / rank
 
Normal rank

Latest revision as of 14:54, 6 June 2024

scientific article
Language Label Description Also known as
English
A ratio inequality for Bessel processes.
scientific article

    Statements

    A ratio inequality for Bessel processes. (English)
    0 references
    0 references
    0 references
    14 February 2004
    0 references
    0 references
    0 references
    0 references
    0 references
    stochastic differential equations
    0 references
    Brownian motion
    0 references
    Martingales
    0 references
    Itô's formula and domination relation
    0 references
    0 references