BOUNDS FOR EXPONENTIAL MOMENTS OF BESSEL PROCESSES (Q5242406): Difference between revisions
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BOUNDS FOR EXPONENTIAL MOMENTS OF BESSEL PROCESSES | |||
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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: L p estimates for stopping times of Bessel processes / rank | |||
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Property / cites work: Bessel-like processes and SDE / rank | |||
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Property / full work available at URL: http://koreascience.or.kr:80/article/JAKO201928463078688.pdf / rank | |||
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Property / OpenAlex ID: W3044050091 / rank | |||
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BOUNDS FOR EXPONENTIAL MOMENTS OF BESSEL PROCESSES (English) | |||
Property / title: BOUNDS FOR EXPONENTIAL MOMENTS OF BESSEL PROCESSES (English) / rank | |||
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Latest revision as of 10:28, 30 July 2024
scientific article; zbMATH DE number 7128339
Language | Label | Description | Also known as |
---|---|---|---|
English | BOUNDS FOR EXPONENTIAL MOMENTS OF BESSEL PROCESSES |
scientific article; zbMATH DE number 7128339 |
Statements
8 November 2019
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Bessel processes
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comparison principle
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optimal stopping problem
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Young inequality
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BOUNDS FOR EXPONENTIAL MOMENTS OF BESSEL PROCESSES (English)
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