Moderate maximal inequalities for the Ornstein-Uhlenbeck process

DOI10.1090/proc/14804zbMath1465.60021arXiv1711.00902OpenAlexW2982374486WikidataQ126862839 ScholiaQ126862839MaRDI QIDQ5113421

Chen Jia, Guohuan Zhao

Publication date: 11 June 2020

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1711.00902

zbMATH Keywords

good \(\lambda\) inequalityBrownian motionlaw of the iterated logarithmlocal martingaleBurkholder-Davis-Gundy inequalitymoderate function

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Martingales with continuous parameter (60G44) Diffusion processes (60J60)

Related Items (9)

On Maximal Inequalities for Ornstein--Uhlenbeck Processes with Jumps ⋮ Synchronization of stochastic lattice equations and upper semicontinuity of attractors ⋮ Mean first exit times of Ornstein–Uhlenbeck processes in high-dimensional spaces ⋮ A law of large numbers for interacting diffusions via a mild formulation ⋮ 2D Euler equations with Stratonovich transport noise as a large-scale stochastic model reduction ⋮ Martingale structure for general thermodynamic functionals of diffusion processes under second-order averaging ⋮ Stochastic model reduction: convergence and applications to climate equations ⋮ From additive to transport noise in 2D fluid dynamics ⋮ Quantitative mixing and dissipation enhancement property of Ornstein–Uhlenbeck flow

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