Exponential inequalities for Bessel processes
Séminaire de probabilités de Strasbourg (2000)
- Volume: 34, page 146-150
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topEisenbaum, Nathalie. "Exponential inequalities for Bessel processes." Séminaire de probabilités de Strasbourg 34 (2000): 146-150. <http://eudml.org/doc/114032>.
@article{Eisenbaum2000,
author = {Eisenbaum, Nathalie},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {exponential inequalities; Bessel processes; Burkholder's results},
language = {eng},
pages = {146-150},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Exponential inequalities for Bessel processes},
url = {http://eudml.org/doc/114032},
volume = {34},
year = {2000},
}
TY - JOUR
AU - Eisenbaum, Nathalie
TI - Exponential inequalities for Bessel processes
JO - Séminaire de probabilités de Strasbourg
PY - 2000
PB - Springer - Lecture Notes in Mathematics
VL - 34
SP - 146
EP - 150
LA - eng
KW - exponential inequalities; Bessel processes; Burkholder's results
UR - http://eudml.org/doc/114032
ER -
References
top- [B] D.L. Burkholder "Exit times of Brownian motion, and Hardy spaces" Advances in Math.26, 182-205 (1977). Zbl0372.60112MR474525
- [D] B. Davis "On stopping times for n- dimensional Brownian motion" Annals of Proba.6 ,651-659, (1978). Zbl0383.60076MR494534
- [D-E] V.H. DE LA Pena and N. Eisenbaum "Exponential Burkholder Davis Gundy inequalities" Bull.Lond.Math.Soc.29 ,239-242 (1996). Zbl0874.60074MR1426005
- [J-Y] S.D. Jacka and M. Yor "Inequalities for non-moderate functions of a pair of stochastic processes".Proc.London Math.Soc. (3) 67,649-672(1993). Zbl0789.60016MR1238048
- [Y] M. Yor "Some aspects of Brownian motion - II - Some recent martingale problems" Lecture in Math. (Zürich) Birkhäuser(1997). Zbl0880.60082MR1442263
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