A ratio inequality for Bessel processes. (Q1423043)

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A ratio inequality for Bessel processes.
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    title
    A ratio inequality for Bessel processes. (English)
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    author
    Litan Yan
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    Bei Zhu
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    publication date
    14 February 2004
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    Mathematics Subject Classification ID
    60J25
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    60G44
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    60H10
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    zbMATH DE Number
    2041521
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    zbMATH Keywords
    stochastic differential equations
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    Brownian motion
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    Martingales
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    Itô's formula and domination relation
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