Maximal inequalities for the Ornstein-Uhlenbeck process
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Cites work
- Extrapolation and interpolation of quasi-linear operators on martingales
- scientific article; zbMATH DE number 3581363 (Why is no real title available?)
- scientific article; zbMATH DE number 635670 (Why is no real title available?)
- scientific article; zbMATH DE number 3265711 (Why is no real title available?)
Cited in
(34)- Theory and applications of multivariate self-normalized processes
- A ratio inequality for Bessel processes.
- Occupation times and beyond.
- L^p-estimates on diffusion processes
- Strong convergence rates for Markovian representations of fractional processes
- Long time dynamics for interacting oscillators on graphs
- Quasi-stationary distribution for the Langevin process in cylindrical domains. II: Overdamped limit
- A law of large numbers for interacting diffusions via a mild formulation
- Pathwise convergence of the hard spheres Kac process
- Sharp moderate maximal inequalities for upward skip-free Markov chains
- Iterated integrals with respect to Bessel processes
- Affine representations of fractional processes with applications in mathematical finance
- Controlling the velocity of Brownian motion by its terminal value
- Identification of unstable fixed points for randomly perturbed dynamical systems with multistability
- Geometric bounds on the Ornstein-Uhlenbeck velocity process
- L p estimates on a time-inhomogeneous diffusion process
- A note on the domination inequalities and their applications
- Controlling the running maximum of a diffusion process and an application to queueing systems
- scientific article; zbMATH DE number 1932845 (Why is no real title available?)
- Sharp maximal inequalities for stochastic processes
- On Maximal Inequalities for Ornstein--Uhlenbeck Processes with Jumps
- Maximum likelihood estimation for multiscale Ornstein-Uhlenbeck processes
- Moderate maximal inequalities for the Ornstein-Uhlenbeck process
- Some improvements on the L_p inequalities for diffusion processes
- Pairs trading based on statistical variability of the spread process
- Mean first exit times of Ornstein–Uhlenbeck processes in high-dimensional spaces
- Least absolute deviation estimation for AR(1) processes with roots close to unity
- Moderate and L^p maximal inequalities for diffusion processes and conformal martingales
- Limit theorems for -localized Émery convergence
- Power Brownian motion: an Ornstein-Uhlenbeck lookout
- Harnack inequalities in infinite dimensions
- Rigorous derivation of damped-driven wave turbulence theory
- Robust portfolio choice with stochastic factors and market frictions
- L^p-estimates on a ratio involving a Bessel process
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