The following pages link to (Q4529807):
Displaying 12 items.
- Sharp maximal inequalities for stochastic processes (Q492175) (← links)
- A sharp maximal inequality for a geometric Brownian motion (Q514864) (← links)
- Equidistant sampling for the maximum of a Brownian motion with drift on a finite horizon (Q1038947) (← links)
- On the time of the maximum of Brownian motion with drift (Q1885406) (← links)
- On a maximal inequality and its application to SDEs with singular drift (Q2182634) (← links)
- An extremum problem for some class of Brownian motions with drifts (Q2248592) (← links)
- Sharp moderate maximal inequalities for upward skip-free Markov chains (Q2312777) (← links)
- One-sided maximal inequalities for a stock process (Q2408789) (← links)
- Brownian motion on $ \lbrack 0,\infty)$ with linear drift, reflected at zero: exact asymptotics for ergodic means (Q4596676) (← links)
- Some inequalities for Brownian motion with a drift (Q4816634) (← links)
- On the maximum drawdown of a Brownian motion (Q4819444) (← links)
- Some improvements on the L_p inequalities for diffusion processes (Q5217468) (← links)
