Browsing Faculty of Natural Sciences by Author "Cloud, Makasu"
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One-sided maximal inequalities for a randomly stopped bessel process
Cloud, Makasu (Taylor & Francis Group, LLC, 2023)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 ...