L p estimates for stopping times of Bessel processes
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Publication:4153406
DOI10.1007/BF00538418zbMath0376.60047OpenAlexW2052245223MaRDI QIDQ4153406
Walter A. Rosenkrantz, Stanley A. Sawyer
Publication date: 1977
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00538418
Related Items
Iterated integrals with respect to Bessel processes ⋮ One-sided maximal inequalities for a randomly stopped Bessel process ⋮ A ratio inequality for Bessel processes. ⋮ BOUNDS FOR EXPONENTIAL MOMENTS OF BESSEL PROCESSES ⋮ Invariance formulas for stopping times of squared Bessel process ⋮ Some improvements on the L_p inequalities for diffusion processes ⋮ L p estimates on a time-inhomogeneous diffusion process
Cites Work