A ratio inequality for Bessel processes

Author:

Yan Litan,Zhu Bei

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference17 articles.

1. (Semi-) Martingale inequalities and local times;Barlow;Z. W. Verw. Geb.,1981

2. Stopping times of Bessel processes;DeBlassie;Ann. Probab.,1987

3. Optimal stopping rules and maximal inequalities for Bessel processes;Dubins;Theory Probab. Appl.,1993

4. Maximal inequalities for Bessel processes;Graversen;J. Inequal. Appl.,1998

5. Maximal inequalities for the Ornstein–Uhlenbeck process;Graversen;Proc. Amer. Math. Soc.,2000

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