Maximal Exponential Inequalities for Certain Diffusion Processes (Q2967988): Difference between revisions

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+Q3823568
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+On Doob's maximal inequality for Brownian motion
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+Optimal stopping and maximal inequalities for geometric Brownian motion
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+Exact inequalities for the maximum of a skew Brownian motion
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+Sharp maximal inequalities for stochastic processes
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+Optimal stopping of the maximum process: The maximality principle
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+The Russian option: Reduced regret
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+A maximal inequality for skew Brownian motion
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