A note on the domination inequalities and their applications

DOI10.1016/j.spl.2012.03.002zbMath1244.60019MaRDI QIDQ426707

Jing Shen, Yao-Feng Ren

Publication date: 11 June 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.03.002

zbMATH Keywords

Bessel process; increasing process; Uhlenbeck process; domination inequality; locally square integrable martingale; Ornstein

Mathematics Subject Classification ID

60E15: Inequalities; stochastic orderings

60G40: Stopping times; optimal stopping problems; gambling theory

60G44: Martingales with continuous parameter

60J60: Diffusion processes

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