A ratio inequality for Bessel processes. (Q1423043)
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scientific article; zbMATH DE number 2041521
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A ratio inequality for Bessel processes. |
scientific article; zbMATH DE number 2041521 |
Statements
A ratio inequality for Bessel processes. (English)
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14 February 2004
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stochastic differential equations
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Brownian motion
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Martingales
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Itô's formula and domination relation
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