Exponential inequalities for Bessel processes with nonnegative dimensions

MaRDI QIDQ3412891zbMATH OpenFDO

Authors Ying Guo, Ligang Lu

Publication date 3 January 2007

zbMATH Keywords

Brownian motionstochastic differential equationstopping time

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Diffusion processes (60J60) Brownian motion (60J65)

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