Maximal inequalities and some applications

DOI10.1214/23-ps17zbMath1515.60064arXiv2204.04690MaRDI QIDQ6158179

Franziska Kühn, Rene L. Schilling

Publication date: 31 May 2023

Published in: Probability Surveys (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2204.04690

zbMATH Keywords

stochastic differential equationmaximal functionDoob's maximal inequalityGaussian processconcentration functionMarkov processLévy processmaximal inequalityFeller processLévy-type processHardy-Littlewood maximal functiongood-\(\lambda\) inequalitymartingale inequalityBurkholder-Davis-Gundy inequalitymoment estimatetail estimate

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Gaussian processes (60G15) Inequalities; stochastic orderings (60E15) Continuous-time Markov processes on general state spaces (60J25) Maximal functions, Littlewood-Paley theory (42B25) Martingales with continuous parameter (60G44) Probabilistic methods for one variable harmonic analysis (42A61) Feller processes (60G53)

Related Items (1)

The Kolmogorov Inequality for the Maximum of the Sum of Random Variables and Its Martingale Analogues

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