Maximal inequalities for Bessel processes (Q1386693)
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scientific article; zbMATH DE number 1156698
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximal inequalities for Bessel processes |
scientific article; zbMATH DE number 1156698 |
Statements
Maximal inequalities for Bessel processes (English)
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5 January 1999
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Bessel process
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Brownian motion
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time change
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Itô's formula
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optimal stopping
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