\(L^p\)-estimates on a ratio involving a Bessel process

DOI10.1631/jzus.2007.A0158zbMath1115.60041MaRDI QIDQ886411

Lichi Xiang, Ligang Lu, Litan Yan

Publication date: 27 June 2007

Published in: Journal of Zhejiang University. Science A (Search for Journal in Brave)

Mathematics Subject Classification ID

Brownian motion (60J65) Zero-one laws (60F20)

Cites Work

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• A survey and some generalizations of Bessel processes
• A ratio inequality for Bessel processes.
• \(L^p\)-estimates on diffusion processes
• Iterated integrals with respect to Bessel processes
• (Semi-) martingale inequalities and local times
• Inequalities for Non-Moderate Functions of a Pair of Stochastic Processes
• Maximal inequalities for the Ornstein-Uhlenbeck process
• Maximal inequalities for a continuous semimartingale