\(L^p\)-estimates on diffusion processes
Let \(\varphi\) be a nonnegative continuous function. For homogeneous diffusion processes \(X_t\) and stopping times \(\tau\), the authors study the relationship between \(\sup_{0\leq t\leq \tau} | X_t |\) and \(\int_0^\tau \varphi (X_s ) \,ds\) in \(L^p\)-norm.
scientific article; zbMATH DE number 2153752
scientific article