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Moderate maximal inequalities for the Ornstein-Uhlenbeck process - MaRDI portal

Moderate maximal inequalities for the Ornstein-Uhlenbeck process (Q5113421)

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scientific article; zbMATH DE number 7211085
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English
Moderate maximal inequalities for the Ornstein-Uhlenbeck process
scientific article; zbMATH DE number 7211085

    Statements

    title
    Moderate maximal inequalities for the Ornstein-Uhlenbeck process (English)
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    author
    Chen Jia
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    Guohuan Zhao
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    publication date
    11 June 2020
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    zbMATH Keywords
    moderate function
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    law of the iterated logarithm
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    good \(\lambda\) inequality
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    Brownian motion
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    local martingale
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    Burkholder-Davis-Gundy inequality
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    Identifiers

    DOI
    10.1090/proc/14804
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    Mathematics Subject Classification ID
    60E15
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    60H10
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    60J60
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    60J65
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    60G44
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    zbMATH DE Number
    7211085
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    OpenAlex ID
    W2982374486
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    arXiv ID
    1711.00902
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    Wikidata QID
    Q126862839
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