Inequalities for Non-Moderate Functions of a Pair of Stochastic Processes
Author:
Affiliation:
1. Department of Statistics; University of Warwick; Coventry CV4 7AL
2. Laboratoire de Probabilités; Université Pierre et Marie Curie; Tour 56, 4 Place Jussieu 75252 Paris Cedex 05 France
Publisher
Wiley
Subject
General Mathematics
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1112/plms/s3-67.3.649/fullpdf
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1. L p -estimates on a ratio involving a Bessel process;Journal of Zhejiang University-SCIENCE A;2007-01
2. Lp estimates on a time-inhomogeneous diffusion process;Journal of Mathematical Physics;2005-08
3. Iterated integrals with respect to Bessel processes;Statistics & Probability Letters;2005-08
4. Lp-estimates on diffusion processes;Journal of Mathematical Analysis and Applications;2005-03
5. Maximal inequalities for the iterated fractional integrals;Statistics & Probability Letters;2004-08
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