On the exact constants in one-sided maximal inequalitiesfor Bessel processes
| dc.contributor.author | Makasu, Cloud | |
| dc.date.accessioned | 2023-03-22T07:31:59Z | |
| dc.date.available | 2023-03-22T07:31:59Z | |
| dc.date.issued | 2023 | |
| dc.description.abstract | In this paper, we establish a one-sided maximal moment inequalitywith exact constants for Bessel processes. As a consequence, weobtain an exact constant in the Burkholder-Gundy inequality. Theproof of our main result is based on a pure optimal stopping prob-lem of the running maximum process for a Bessel process. The pre-sent results extend and complement a number of related resultspreviously known in the literature. | en_US |
| dc.identifier.citation | Makasu, C. (2023). On the exact constants in one-sided maximal inequalities for Bessel processes. Sequential Analysis, 42(1), 35–42. https://doi.org/10.1080/07474946.2022.2150778 | en_US |
| dc.identifier.issn | 1532-4176 | |
| dc.identifier.uri | https://doi.org/10.1080/07474946.2022.2150778 | |
| dc.identifier.uri | http://hdl.handle.net/10566/8620 | |
| dc.language.iso | en | en_US |
| dc.publisher | Taylor and Francis Group | en_US |
| dc.subject | Mathematics | en_US |
| dc.subject | Bessel processes | en_US |
| dc.subject | Burkholder-Gundy inequalities | en_US |
| dc.subject | Applied Mathematics | en_US |
| dc.title | On the exact constants in one-sided maximal inequalitiesfor Bessel processes | en_US |
| dc.type | Article | en_US |
Files
Original bundle
1 - 1 of 1
Loading...
- Name:
- makasu_on the exact constants in one sided maximal_2023.pdf
- Size:
- 894.03 KB
- Format:
- Adobe Portable Document Format
- Description:
License bundle
1 - 1 of 1
No Thumbnail Available
- Name:
- license.txt
- Size:
- 1.71 KB
- Format:
- Item-specific license agreed upon to submission
- Description: