Maximal inequalities for the Ornstein-Uhlenbeck process
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Cites work
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- scientific article; zbMATH DE number 635670 (Why is no real title available?)
- scientific article; zbMATH DE number 3265711 (Why is no real title available?)
- Extrapolation and interpolation of quasi-linear operators on martingales
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(32)- Pathwise convergence of the hard spheres Kac process
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- Geometric bounds on the Ornstein-Uhlenbeck velocity process
- scientific article; zbMATH DE number 1932845 (Why is no real title available?)
- Sharp maximal inequalities for stochastic processes
- Quasi-stationary distribution for the Langevin process in cylindrical domains. II: Overdamped limit
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- Power Brownian motion: an Ornstein-Uhlenbeck lookout
- Strong convergence rates for Markovian representations of fractional processes
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- Maximum likelihood estimation for multiscale Ornstein-Uhlenbeck processes
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- Pairs trading based on statistical variability of the spread process
- Occupation times and beyond.
- A law of large numbers for interacting diffusions via a mild formulation
- Controlling the velocity of Brownian motion by its terminal value
- Mean first exit times of Ornstein–Uhlenbeck processes in high-dimensional spaces
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- A ratio inequality for Bessel processes.
- Harnack inequalities in infinite dimensions
- Identification of unstable fixed points for randomly perturbed dynamical systems with multistability
- Iterated integrals with respect to Bessel processes
- Affine representations of fractional processes with applications in mathematical finance
- Moderate and \(L^p\) maximal inequalities for diffusion processes and conformal martingales
- Some improvements on the \(L_p \) inequalities for diffusion processes
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