Remark on maximal inequalities for Bessel processes

DOI10.1016/j.jmaa.2019.123531zbMath1425.60069OpenAlexW2977130834MaRDI QIDQ2011239

Cloud Makasu

Publication date: 28 November 2019

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2019.123531

zbMATH Keywords

Bessel processesmaximal inequalitiesoptimal stopping problemreverse Young inequality

Mathematics Subject Classification ID

Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60)

Cites Work

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• A generalization of two refined Young inequalities
• First hitting time for Bessel processes
• Maximal inequalities for Bessel processes
• Analytic Inequalities

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