Inequalities for Non-Moderate Functions of a Pair of Stochastic Processes

DOI10.1112/PLMS/S3-67.3.649MaRDI QIDQ4287040zbMATH OpenOpenAlexFDO

Authors Marc Yor, S. D. Jacka

Publication date 25 May 1994

Published in Proceedings of the London Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1112/plms/s3-67.3.649

zbMATH Keywords

Brownian motioninequalitiesnorm inequalitiesrandom timesnonmoderate functions

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) General theory of stochastic processes (60G07)

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• A ratio inequality for Bessel processes.
• L^p-estimates on diffusion processes
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