Browsing Research Articles (Mathematics) by Author "Makasu, Cloud"

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    • A note on the stochastic version of the Gronwall lemma 

      Makasu, Cloud (Taylor & Francis Group, 2022)
      We prove a stochastic version of the Gronwall lemma assuming that the underlying martingale has a terminal random value in Lp, where 1 p < 1: The proof of the present result is mainly based on a sharp martingale inequality ...

    • On maximal inequalities via comparison principle 

      Makasu, Cloud (SpringerOpen, 2015)
      Under certain conditions, we prove a new class of one-sided, weighted, maximal inequalities for a standard Brownian motion. Our method of proof is mainly based on a comparison principle for solutions of a system of ...

    • On the exact constants in one-sided maximal inequalitiesfor Bessel processes 

      Makasu, Cloud (Taylor and Francis Group, 2023)
      In this paper, we establish a one-sided maximal moment inequalitywith exact constants for Bessel processes. As a consequence, weobtain an exact constant in the Burkholder-Gundy inequality. Theproof of our main result is ...