Moderate and \(L^p\) maximal inequalities for diffusion processes and conformal martingales
DOI10.1007/S10959-024-01359-9MaRDI QIDQ6633168
Chen Jia, Y. M. Cheng, Xian Chen, Yong Chen
Publication date: 5 November 2024
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Bessel processBrownian motionOrnstein-Uhlenbeck processdiffusion processesBurkholder-Davis-Gundy inequalityCox-Ingersoll-Ross processconformal martingalemoderate function\(L^p\)-maximal inequality
Inequalities; stochastic orderings (60E15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Martingales with continuous parameter (60G44) Diffusion processes (60J60)
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