On Maximal Inequalities for Stable Stochastic Integrals

Author:

Joulin Aldéric

Publisher

Springer Science and Business Media LLC

Subject

Analysis

Reference23 articles.

1. Alili, L., Patie, P.: On the first crossing times of a Brownian motion and a family of continuous curves. C. R. Math. Acad. Sci. Paris 340(3), 225–228 (2005)

2. Applebaum, D.: Lévy processes and stochastic calculus. In: Cambridge Studies in Advanced Mathematics Cambridge University Press, UK (2004)

3. Applebaum, D.: Lévy-type stochastic integrals with regularly varying tails. Stochastic Anal. Appl. 23(3), 595–611 (2005)

4. Bass, R.F., Levin, D.A.: Harnack inequalities for jump processes. Potential Anal. 17(4), 375–388 (2002)

5. Bass, R.F.: Stochastic differential equations driven by symmetric stable processes. In: Séminaire de Probabilités, XXXVI. Lecture Notes in Math., vol. 1801 pp. 302–313. Springer, Berlin Heidelberg New York (2003)

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