On maximal inequalities for stable stochastic integrals

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

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)

Cites Work

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• Lévy-Type Stochastic Integrals with Regularly Varying Tails

Cited In (9)

• 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
• A note on convex ordering for stable stochastic integrals
• Maximal inequalities and some applications
• On \(L^p\)-estimates of stochastic integrals
• 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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