One-sided maximal inequalities for a randomly stopped bessel process

dc.contributor.authorCloud, Makasu
dc.date.accessioned2024-01-25T07:29:47Z
dc.date.available2024-01-25T07:29:47Z
dc.date.issued2023
dc.description.abstractWe 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.en_US
dc.identifier.citationMakasu, C., 2023. One-sided maximal inequalities for a randomly stopped Bessel process. Sequential Analysis, pp.1-7.en_US
dc.identifier.urihttps://doi.org/10.1080/07474946.2023.2193593
dc.identifier.urihttp://hdl.handle.net/10566/9260
dc.language.isoenen_US
dc.publisherTaylor & Francis Group, LLCen_US
dc.subjectBessel processesen_US
dc.subjectBurkholder-Gundy inequalitiesen_US
dc.subjectOptimal stopping problemen_US
dc.subjectDimension formulaen_US
dc.subjectMaximal inequalitiesen_US
dc.titleOne-sided maximal inequalities for a randomly stopped bessel processen_US
dc.typeArticleen_US

Files

Original bundle
Now showing 1 - 1 of 1
Loading...
Thumbnail Image
Name:
makasu_one-sided maximal_2023.pdf
Size:
864.25 KB
Format:
Adobe Portable Document Format
Description:
License bundle
Now showing 1 - 1 of 1
No Thumbnail Available
Name:
license.txt
Size:
1.71 KB
Format:
Item-specific license agreed upon to submission
Description: