On maximal inequalities for stable stochastic integrals

DOI10.1007/S11118-006-9025-1zbMATH Open1117.60019OpenAlexW2087594471MaRDI QIDQ867115FDOQ867115

Authors Aldéric Joulin 

Publication date 14 February 2007

Published in Potential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11118-006-9025-1

zbMATH Keywords

first passage timesstable processesmaximal inequalitiesstable stochastic integrals

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Stable stochastic processes (60G52) Stochastic integrals (60H05)

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Cited In (11)

• Asymptotic stability of the maximum of normal stochastic processes
• Statistical inference on the drift parameter in symmetric stable Lévy process with a deterministic drift
• Non-asymptotic error bounds for constant stepsize stochastic approximation for tracking mobile agents
• Bounds on expectations ofL-estimates for maximally and minimally stable samples
• Distribution of the integral of maximum processes and applications
• A note on convex ordering for stable stochastic integrals
• Maximal inequalities and some applications
• On \(L^p\)-estimates of stochastic integrals
• Title not available (Why is no real title available?)
• Nadaraya-Watson estimator for stochastic processes driven by stable Lévy motions
• Stochastic approximation with long range dependent and heavy tailed noise

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