Maximal inequalities for the Ornstein-Uhlenbeck process (Q4501095)
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scientific article; zbMATH DE number 1498903
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximal inequalities for the Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 1498903 |
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Maximal inequalities for the Ornstein-Uhlenbeck process (English)
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3 September 2000
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Ornstein-Uhlenbeck velocity process
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maximum process
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stopping time
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maximal inequality
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Lenglart's domination principle
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Brownian motion
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diffusion process
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Gaussian process
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Langevin stochastic differential equation
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