
handle: 10566/8396
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 nonlinear first-order differential equations.
Applied Mathematics, Discrete Mathematics and Combinatorics, Brownian motion, Nonlinear equations, Mathematics, Analysis
Applied Mathematics, Discrete Mathematics and Combinatorics, Brownian motion, Nonlinear equations, Mathematics, Analysis
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