Exponential inequalities for bessel processes

descriptionPublicationkeyboard_double_arrow_right Part of book or chapter of book , Other literature type 01 Jan 2000Publisher:Springer Berlin Heidelberg

Authors: Nathalie Eisenbaum;

doi: 10.1007/bfb0103799

Exponential inequalities for bessel processes

- Summary
- Metrics

Abstract

Let R*d(t) be the supremum at time t of a Bessel process with dimension d. For T a stopping time, Burkholder has compared the expectationsof (R*d(T) / √d)p and (√T)p for p>0. Replacing the function xp by exponential functions, we obtain some variant of his results.

Impact byBIP!

	selected citations These citations are derived from selected sources. This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).	0
	popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.	Average
	influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).	Average
	impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.	Average

Found an issue? Give us feedback

0

Average