Moderate maximal inequalities for the Ornstein-Uhlenbeck process (Q5113421)
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scientific article; zbMATH DE number 7211085
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| English | Moderate maximal inequalities for the Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 7211085 |
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Moderate maximal inequalities for the Ornstein-Uhlenbeck process (English)
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11 June 2020
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moderate function
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law of the iterated logarithm
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good \(\lambda\) inequality
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Brownian motion
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local martingale
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Burkholder-Davis-Gundy inequality
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0.8217018842697144
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0.8205547332763672
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0.7911346554756165
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0.7818106412887573
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