Maximal inequalities for Bessel processes.

Graversen, S.E., and Peškir, G.. "Maximal inequalities for Bessel processes.." Journal of Inequalities and Applications [electronic only] 2.2 (1998): 99-119. <http://eudml.org/doc/119647>.

@article{Graversen1998,
author = {Graversen, S.E., Peškir, G.},
journal = {Journal of Inequalities and Applications [electronic only]},
keywords = {Bessel process; Brownian motion; time change; Itô's formula; optimal stopping; Itô’s formula},
language = {eng},
number = {2},
pages = {99-119},
publisher = {Springer International Publishing},
title = {Maximal inequalities for Bessel processes.},
url = {http://eudml.org/doc/119647},
volume = {2},
year = {1998},
}

TY - JOUR
AU - Graversen, S.E.
AU - Peškir, G.
TI - Maximal inequalities for Bessel processes.
JO - Journal of Inequalities and Applications [electronic only]
PY - 1998
PB - Springer International Publishing
VL - 2
IS - 2
SP - 99
EP - 119
LA - eng
KW - Bessel process; Brownian motion; time change; Itô's formula; optimal stopping; Itô’s formula
UR - http://eudml.org/doc/119647
ER -