Exponential inequalities for Bessel processes

Nathalie Eisenbaum

Séminaire de probabilités de Strasbourg (2000)

  • Volume: 34, page 146-150

How to cite


Eisenbaum, Nathalie. "Exponential inequalities for Bessel processes." Séminaire de probabilités de Strasbourg 34 (2000): 146-150. <http://eudml.org/doc/114032>.

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},

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 -


  1. [B] D.L. Burkholder "Exit times of Brownian motion, and Hardy spaces" Advances in Math.26, 182-205 (1977). Zbl0372.60112MR474525
  2. [D] B. Davis "On stopping times for n- dimensional Brownian motion" Annals of Proba.6 ,651-659, (1978). Zbl0383.60076MR494534
  3. [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
  4. [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
  5. [Y] M. Yor "Some aspects of Brownian motion - II - Some recent martingale problems" Lecture in Math. (Zürich) Birkhäuser(1997). Zbl0880.60082MR1442263

NotesEmbed ?


You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.


Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.