One-sided maximal inequalities for a randomly stopped Bessel process (Q6166464)
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scientific article; zbMATH DE number 7708163
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| English | One-sided maximal inequalities for a randomly stopped Bessel process |
scientific article; zbMATH DE number 7708163 |
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One-sided maximal inequalities for a randomly stopped Bessel process (English)
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6 July 2023
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Bessel processes
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Burkholder-Gundy inequalities
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optimal stopping problem
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