On Maximal Inequalities for Ornstein--Uhlenbeck Processes with Jumps
From MaRDI portal
Publication:5034428
DOI10.1137/S0040585X97T990691zbMATH Open1480.60119MaRDI QIDQ5034428FDOQ5034428
Authors: Nino E. Kordzakhia, A. Novikov 
Publication date: 25 February 2022
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
maximal inequalityLegendre transformationgeneralized Ornstein-Uhlenbeck processesGraversen-Peskir inequality
Processes with independent increments; Lévy processes (60G51) Inequalities; stochastic orderings (60E15)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Distribution function inequalities for martingales
- Title not available (Why is that?)
- Title not available (Why is that?)
- On the \(L^p\) norms of stochastic integrals and other martingales
- \(L^p\)-estimates on diffusion processes
- Maximal inequalities for the Ornstein-Uhlenbeck process
- Estimation for non-negative Lévy-driven CARMA processes
- Martingales and First-Passage Times for Ornstein--Uhlenbeck Processes with a Jump Component
- Title not available (Why is that?)
- Title not available (Why is that?)
- Sharp maximal inequalities for stochastic processes
- The generalized Ornstein - Uhlenbeck process
- On the Theorem of Frullani
- Title not available (Why is that?)
- On the First Passage Time of an Autoregressive Process over a Level and an Application to a “Disorder” Problem
- On a piece-wise deterministic Markov process model
- Moderate maximal inequalities for the Ornstein-Uhlenbeck process
- Sharp maximal inequalities for the martingale square bracket
- The sharp constant for the Burkholder-Davis-Gundy inequality and non-smooth pasting
Cited In (2)
This page was built for publication: On Maximal Inequalities for Ornstein--Uhlenbeck Processes with Jumps
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5034428)
