On Doob's maximal inequality for Brownian motion-Reference-Cited by-同舟云学术

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On Doob's maximal inequality for Brownian motion

Published:1997-07 Issue:1 Volume:69 Page:111-125
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Graversen S.E.,Peškir G.

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference10 articles.

1. Une solution simple au probleme de Skorokhod;Azéma,1979

2. Explorations in martingale theory and its applications;Burkholder,1991

3. Some sharp martingale inequalities related to Doob's inequality;Cox;IMS Lecture Notes Monograph Ser.,1984

4. Stochastic Processes;Doob,1951

5. Optimal stopping rules and maximal inequalities for Bessel processes;Dubins;Teor. Veroyatnost. Primenen.,1993

Cited by 6 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Maximal Exponential Inequalities for Certain Diffusion Processes;Theory of Probability & Its Applications;2017-01

2. On a Class of Optimal Stopping Problems of Nonintegral Type;Inequalities and Extremal Problems in Probability and Statistics;2017

3. Sharp maximal inequalities for stochastic processes;Proceedings of the Steklov Institute of Mathematics;2014-12

4. Best Bounds in Doob's Maximal Inequality for Bessel Processes;Journal of Multivariate Analysis;2000-10

5. Controlling the Velocity of Brownian Motion by its Terminal Value;Analytic and Geometric Inequalities and Applications;1999

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