Maximal inequalities for Bessel processes
type: Item
instance of: scholarly article
title: Maximal inequalities for Bessel processes
zbMATH Open document ID: 0903.60074
DOI: 10.1155/S102558349800006X
published in: Journal of Inequalities and Applications
publication date: 1999-01-05T00:00:00Z
full work available at URL: https://eudml.org/doc/119647
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 60G44
Mathematics Subject Classification ID: 60J25
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 1156698
zbMATH Keywords: Bessel process
zbMATH Keywords: Brownian motion
zbMATH Keywords: time change
zbMATH Keywords: Itô's formula
zbMATH Keywords: optimal stopping
author: Svend-Erik Graversen
author: Goran Peskir
MaRDI profile type: Publication
OpenAlex ID: W2010646673
description: scientific article; zbMATH DE number 1156698