| dc.contributor.author | Cloud, Makasu | |
| dc.date.accessioned | 2024-01-25T07:29:47Z | |
| dc.date.available | 2024-01-25T07:29:47Z | |
| dc.date.issued | 2023 | |
| dc.identifier.citation | Makasu, C., 2023. One-sided maximal inequalities for a randomly stopped Bessel process. Sequential Analysis, pp.1-7. | en_US |
| dc.identifier.uri | https://doi.org/10.1080/07474946.2023.2193593 | |
| dc.identifier.uri | http://hdl.handle.net/10566/9260 | |
| dc.description.abstract | We prove a one-sided maximal inequality for a randomly stopped Bessel process of dimension (Formula presented.) For the special case when α = 1, we obtain a sharp Burkholder-Gundy inequality for Brownian motion as a consequence. An application of the present results is also given. | en_US |
| dc.language.iso | en | en_US |
| dc.publisher | Taylor & Francis Group, LLC | en_US |
| dc.subject | Bessel processes | en_US |
| dc.subject | Burkholder-Gundy inequalities | en_US |
| dc.subject | Optimal stopping problem | en_US |
| dc.subject | Dimension formula | en_US |
| dc.subject | Maximal inequalities | en_US |
| dc.title | One-sided maximal inequalities for a randomly stopped bessel process | en_US |
| dc.type | Article | en_US |
