On maximal inequalities via comparison principle
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Date
2015
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
SpringerOpen
Abstract
Under certain conditions, we prove a new class of one-sided, weighted, maximal
inequalities for a standard Brownian motion. Our method of proof is mainly based on
a comparison principle for solutions of a system of nonlinear first-order differential
equations.
Description
Keywords
Brownian motion, Nonlinear equations, Mathematics, Applied Mathematics
Citation
Makasu, C. (2015). On maximal inequalities via comparison principle. Journal of Inequalities and Applications, 348. 10.1186/s13660-015-0873-3