scientific article; zbMATH DE number 1738350
From MaRDI portal
Publication:4529807
Recommendations
- The maximum of Brownian motion with parabolic drift (extended abstract)
- Some maximal inequalities for fractional Brownian motion with polynomial drift
- On the time of the maximum of Brownian motion with drift
- On a property of the distribution of a Brownian motion with drift and its maximum
- On a maximal inequality and its application to SDEs with singular drift
- A maximal inequality for fractional Brownian motions
- scientific article; zbMATH DE number 5774588
- An extremum problem for some class of Brownian motions with drifts
- A geometric drift inequality for a reflected fractional Brownian motion process on the positive orthant
- The maximum of Brownian motion with parabolic drift
Cited in
(12)- Equidistant sampling for the maximum of a Brownian motion with drift on a finite horizon
- On the time of the maximum of Brownian motion with drift
- On a maximal inequality and its application to SDEs with singular drift
- An extremum problem for some class of Brownian motions with drifts
- Sharp moderate maximal inequalities for upward skip-free Markov chains
- One-sided maximal inequalities for a stock process
- Brownian motion on \lbrack 0,\infty) with linear drift, reflected at zero: exact asymptotics for ergodic means
- Some inequalities for Brownian motion with a drift
- On the maximum drawdown of a Brownian motion
- Sharp maximal inequalities for stochastic processes
- A sharp maximal inequality for a geometric Brownian motion
- Some improvements on the L_p inequalities for diffusion processes
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4529807)
