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

DOI10.1112/PLMS/S3-67.3.649zbMATH Open0789.60016OpenAlexW2032426827MaRDI QIDQ4287040FDOQ4287040

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

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zbMATH Keywords

Brownian motioninequalitiesnorm inequalitiesrandom timesnonmoderate functions

Mathematics Subject Classification ID

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

Cited In (9)

• L p estimates on a time-inhomogeneous diffusion process
• Title not available (Why is that?)
• Barlow-Yor inequalities for intersection local times of two planar Brownian motions
• \(L^p\)-estimates on a ratio involving a Bessel process
• Maximal inequalities for the iterated fractional integrals
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• A ratio inequality for Bessel processes.
• \(L^p\)-estimates on diffusion processes
• Iterated integrals with respect to Bessel processes

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