On Maximal Inequalities for Ornstein--Uhlenbeck Processes with Jumps
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Cites work
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- Distribution function inequalities for martingales
- Estimation for non-negative Lévy-driven CARMA processes
- Martingales and First-Passage Times for Ornstein--Uhlenbeck Processes with a Jump Component
- Maximal inequalities for the Ornstein-Uhlenbeck process
- Moderate maximal inequalities for the Ornstein-Uhlenbeck process
- On a piece-wise deterministic Markov process model
- On the First Passage Time of an Autoregressive Process over a Level and an Application to a “Disorder” Problem
- On the Theorem of Frullani
- On the \(L^p\) norms of stochastic integrals and other martingales
- Sharp maximal inequalities for stochastic processes
- Sharp maximal inequalities for the martingale square bracket
- The generalized Ornstein - Uhlenbeck process
- The sharp constant for the Burkholder-Davis-Gundy inequality and non-smooth pasting
- L^p-estimates on diffusion processes
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