Moderate and \(L^p\) maximal inequalities for diffusion processes and conformal martingales
type: Item
instance of: scholarly article
title: Moderate and \(L^p\) maximal inequalities for diffusion processes and conformal martingales
author: Xian Chen
author: Yong Chen
author: Y. M. Cheng
author: Chen Jia
published in: Journal of Theoretical Probability
publication date: 2024-11-05T00:00:00Z
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 60G44
Mathematics Subject Classification ID: 60E15
zbMATH DE Number: 7939081
zbMATH Keywords: diffusion processes
zbMATH Keywords: moderate function
zbMATH Keywords: \(L^p\)-maximal inequality
zbMATH Keywords: Brownian motion
zbMATH Keywords: Ornstein-Uhlenbeck process
zbMATH Keywords: Cox-Ingersoll-Ross process
zbMATH Keywords: Bessel process
zbMATH Keywords: conformal martingale
zbMATH Keywords: Burkholder-Davis-Gundy inequality
MaRDI profile type: Publication
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DOI: 10.1007/S10959-024-01359-9
description: scientific article; zbMATH DE number 7939081