Sharp maximal inequalities for stochastic processes
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Publication:492175
DOI10.1134/S0081543814080100zbMath1322.60074OpenAlexW1989866051MaRDI QIDQ492175
Ya. A. Lyul'ko, Albert N. Shiryaev
Publication date: 20 August 2015
Published in: Proceedings of the Steklov Institute of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s0081543814080100
Brownian motionstochastic processesBessel processesmaximal inequalitiessymmetric Bernoulli random walk
Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50) Brownian motion (60J65)
Related Items (4)
On Maximal Inequalities for Ornstein--Uhlenbeck Processes with Jumps ⋮ Moderate maximal inequalities for the Ornstein-Uhlenbeck process ⋮ Maximal Exponential Inequalities for Certain Diffusion Processes ⋮ Sharp moderate maximal inequalities for upward skip-free Markov chains
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