On the exact constants in one-sided maximal inequalities for Bessel processes
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Publication:5883820
DOI10.1080/07474946.2022.2150778MaRDI QIDQ5883820
Publication date: 17 March 2023
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474946.2022.2150778
62Lxx: Sequential statistical methods
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Cites Work
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- Stopping times of Bessel processes
- Exit times of Brownian motion, harmonic majorization, and Hardy spaces
- Optimal stopping of the maximum process: The maximality principle
- Maximal inequalities for Bessel processes
- Upper and lower bounds of the norm of solutions of differential equations