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)

zbMATH Keywords

Bessel processBrownian motionOrnstein-Uhlenbeck processdiffusion processesBurkholder-Davis-Gundy inequalityCox-Ingersoll-Ross processconformal martingalemoderate function\(L^p\)-maximal inequality

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)

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