Cloud, Makasu2024-01-252024-01-252023Makasu, C., 2023. One-sided maximal inequalities for a randomly stopped Bessel process. Sequential Analysis, pp.1-7.https://doi.org/10.1080/07474946.2023.2193593http://hdl.handle.net/10566/9260We 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.enBessel processesBurkholder-Gundy inequalitiesOptimal stopping problemDimension formulaMaximal inequalitiesArticle