A note on the domination inequalities and their applications
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Publication:426707
DOI10.1016/J.SPL.2012.03.002zbMath1244.60019OpenAlexW2034832713MaRDI QIDQ426707
Publication date: 11 June 2012
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2012.03.002
Bessel processincreasing processUhlenbeck processdomination inequalitylocally square integrable martingaleOrnstein
Inequalities; stochastic orderings (60E15) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Diffusion processes (60J60)
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- Les inegalites de sous-martingales, comme consequences de la relation de domination
- On a problem of necessary and sufficient conditions in the functional central limit theorem for local martingales
- Maximal inequalities for the Ornstein-Uhlenbeck process
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