On Maximal Inequalities for Ornstein--Uhlenbeck Processes with Jumps (Q5034428)
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scientific article; zbMATH DE number 7481234
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| English | On Maximal Inequalities for Ornstein--Uhlenbeck Processes with Jumps |
scientific article; zbMATH DE number 7481234 |
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On Maximal Inequalities for Ornstein--Uhlenbeck Processes with Jumps (English)
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25 February 2022
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generalized Ornstein-Uhlenbeck processes
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maximal inequality
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Graversen-Peskir inequality
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Legendre transformation
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