A note on the domination inequalities and their applications

DOI10.1016/j.spl.2012.03.002zbMath1244.60019OpenAlexW2034832713MaRDI QIDQ426707

Jing Shen, Yao-Feng Ren

Publication date: 11 June 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.03.002

zbMATH Keywords

Bessel processincreasing processUhlenbeck processdomination inequalitylocally square integrable martingaleOrnstein

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Diffusion processes (60J60)

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