scientific article; zbMATH DE number 1500586

MaRDI QIDQ4501608zbMATH OpenFDO

Authors Nathalie Eisenbaum

Publication date 4 September 2000

Full work available at URL http://www.numdam.org/item?id=SPS_2000__34__146_0, https://eudml.org/doc/114032

zbMATH Keywords

Bessel processesBurkholder's resultsexponential inequalities

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Diffusion processes (60J60)

Recommendations

• Exponential inequalities for Bessel processes with nonnegative dimensions
• Bounds for exponential moments of Bessel processes
• Maximal inequalities for Bessel processes
• On Some Exponential‐Integral Functionals of Bessel Processes
• Inégalités exponentielles pour les processus empiriques
• A ratio inequality for Bessel processes.
• Remark on maximal inequalities for Bessel processes
• Exponential inequalities for bounded random variables

Cited in

(9)

• A ratio inequality for Bessel processes.
• Remark on maximal inequalities for Bessel processes
• Independent factorization of the last zero arcsine law for Bessel processes with drift
• Exponential inequalities for Bessel processes with nonnegative dimensions
• Exponential Burkholder Davis Gundy Inequalities
• Inégalités exponentielles pour les processus empiriques
• Bounds for exponential moments of Bessel processes
• Best bounds in Doob's maximal inequality for Bessel processes
• A pursuit problem for squared Bessel processes

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