Maximal inequalities for additive processes

DOI10.1007/S10959-011-0357-4zbMath1268.60059OpenAlexW2080544237MaRDI QIDQ1930528

Ming Yang, Michael J. Klass

Publication date: 11 January 2013

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-011-0357-4

zbMATH Keywords

Lévy processesrandom walkssums of independent random variablesadditive processesstopping timesmaximal inequalitiesmoderate functions

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Inequalities; stochastic orderings (60E15) Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (1)

Lévy Processes, Generalized Moments and Uniform Integrability

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