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On the exact constants in one-sided maximal inequalitiesfor Bessel processes
(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 ...
One-sided maximal inequalities for a randomly stopped bessel process
(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 ...