On maximal inequalities via comparison principle

DOI10.1186/S13660-015-0873-3MaRDI QIDQ264332zbMATH OpenOpenAlexWikidataFDO

Authors Cloud Makasu

Publication date 31 March 2016

Published in Journal of Inequalities and Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1186/s13660-015-0873-3

zbMATH Keywords

Brownian motioncomparison principlenonlinear differential equations

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Brownian motion (60J65)

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• Maximal exponential inequalities for certain diffusion processes
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Cites work

• scientific article; zbMATH DE number 4098413 (Why is no real title available?)
• scientific article; zbMATH DE number 482632 (Why is no real title available?)
• scientific article; zbMATH DE number 3219630 (Why is no real title available?)
• scientific article; zbMATH DE number 3282899 (Why is no real title available?)
• Comparison theorems for differential equations
• Differential and Integral Inequalities
• Optimal stopping of the maximum process: The maximality principle

Cited in

(3)

• Maximal exponential inequalities for certain diffusion processes
• scientific article; zbMATH DE number 1461903 (Why is no real title available?)
• More on maximal inequalities for sub-fractional Brownian motion

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