On the exact constants in one-sided maximal inequalities for Bessel processes

DOI10.1080/07474946.2022.2150778OpenAlexW4313592233MaRDI QIDQ5883820

Cloud Makasu

Publication date: 17 March 2023

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474946.2022.2150778

zbMATH Keywords

Bessel processesoptimal stopping problemBurkholder-gundy inequalities

Mathematics Subject Classification ID

Sequential statistical methods (62Lxx)

Related Items (1)

One-sided maximal inequalities for a randomly stopped Bessel process

Cites Work

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• Stopping times of Bessel processes
• Exit times of Brownian motion, harmonic majorization, and Hardy spaces
• Optimal stopping of the maximum process: The maximality principle
• Maximal inequalities for Bessel processes
• Upper and lower bounds of the norm of solutions of differential equations

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