On Maximal Inequalities for Ornstein--Uhlenbeck Processes with Jumps

DOI10.1137/S0040585X97T990691zbMath1480.60119MaRDI QIDQ5034428

Nino E. Kordzakhia, Alexander Novikov

Publication date: 25 February 2022

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

zbMATH Keywords

maximal inequalityLegendre transformationgeneralized Ornstein-Uhlenbeck processesGraversen-Peskir inequality

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Inequalities; stochastic orderings (60E15)

Cites Work

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