On the exact constants in one-sided maximal inequalitiesfor Bessel processes

dc.contributor.authorMakasu, Cloud
dc.date.accessioned2023-03-22T07:31:59Z
dc.date.available2023-03-22T07:31:59Z
dc.date.issued2023
dc.description.abstractIn 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.citationMakasu, C. (2023). On the exact constants in one-sided maximal inequalities for Bessel processes. Sequential Analysis, 42(1), 35–42. https://doi.org/10.1080/07474946.2022.2150778en_US
dc.identifier.issn1532-4176
dc.identifier.urihttps://doi.org/10.1080/07474946.2022.2150778
dc.identifier.urihttp://hdl.handle.net/10566/8620
dc.language.isoenen_US
dc.publisherTaylor and Francis Groupen_US
dc.subjectMathematicsen_US
dc.subjectBessel processesen_US
dc.subjectBurkholder-Gundy inequalitiesen_US
dc.subjectApplied Mathematicsen_US
dc.titleOn the exact constants in one-sided maximal inequalitiesfor Bessel processesen_US
dc.typeArticleen_US

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