Some improvements on the L_p inequalities for diffusion processes

DOI10.7153/JMI-2019-13-75zbMath1457.60040OpenAlexW3002614901WikidataQ126307202 ScholiaQ126307202MaRDI QIDQ5217468

Jing Shen, Yao-Feng Ren, Xiaochuan Xu

Publication date: 28 February 2020

Published in: Journal of Mathematical Inequalities (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.7153/jmi-2019-13-75

zbMATH Keywords

Bessel processdiffusion processOrnstein-Uhlenbeck processdomination inequalityreflected Brownian motion with drift\(L_p\) inequalityDavis-type inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Diffusion processes (60J60)

Cites Work

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• A note on the domination inequalities and their applications
• Stopping times of Bessel processes
• Exit times of Brownian motion, harmonic majorization, and Hardy spaces
• Maximal inequalities for Bessel processes
• \(L^p\)-estimates on diffusion processes
• L p Inequalities for Stopping Times of Diffusions
• L p estimates for stopping times of Bessel processes
• Maximal inequalities for the Ornstein-Uhlenbeck process
• Maximal inequalities for a continuous semimartingale
• An Equivalent to the Martingale Square Function Inequality
• Bounding the maximal height of a diffusion by the time elapsed

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