On a maximal inequality and its application to SDEs with singular drift

DOI10.1016/j.spa.2019.12.004zbMath1456.60056arXiv1905.13286OpenAlexW2996403703MaRDI QIDQ2182634

Xuan Liu, Guangyu Xi

Publication date: 26 May 2020

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1905.13286

zbMATH Keywords

Doob's maximal inequalitydivergence-freeKolmogorov's criteriaAronson estimate

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items

Maximal inequalities and some applications

Cites Work

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