Sharp maximal inequalities for stochastic processes

DOI10.1134/S0081543814080100MaRDI QIDQ492175zbMATHOpenAlexFDO

Authors Ya. A. Lyulko, Albert N. Shiryaev

Publication date 20 August 2015

Published in Proceedings of the Steklov Institute of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s0081543814080100

zbMATH Keywords

stochastic processesBrownian motionBessel processesmaximal inequalitiessymmetric Bernoulli random walk

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50) Brownian motion (60J65)

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Cited in

(9)

• On Maximal Inequalities for Ornstein--Uhlenbeck Processes with Jumps
• Moderate maximal inequalities for the Ornstein-Uhlenbeck process
• Maximal inequalities and some applications
• Sharp moderate maximal inequalities for upward skip-free Markov chains
• Moderate and \(L^p\) maximal inequalities for diffusion processes and conformal martingales
• Maximal Moment Inequalities for Stochastic Processes
• Maximal inequalities for the Ornstein-Uhlenbeck process
• Maximal exponential inequalities for certain diffusion processes
• Statistical properties of height and provisions of absolute maximum Markov processes Bachelier type

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