Browsing by Author "Cloud, Makasu"

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    One-sided maximal inequalities for a randomly stopped bessel process
    (Taylor & Francis Group, LLC, 2023) Cloud, Makasu
    We prove a one-sided maximal inequality for a randomly stopped Bessel process of dimension (Formula presented.) For the special case when α = 1, we obtain a sharp Burkholder-Gundy inequality for Brownian motion as a consequence. An application of the present results is also given.