지원사업
학술연구/단체지원/교육 등 연구자 활동을 지속하도록 DBpia가 지원하고 있어요.
커뮤니티
연구자들이 자신의 연구와 전문성을 널리 알리고, 새로운 협력의 기회를 만들 수 있는 네트워킹 공간이에요.
초록· 키워드
오류제보하기
Let $0<\alpha<\infty$ be fixed, and let $X=(X_t)_{t\geq0}$ be a Bessel process with dimension $0<\theta\leq1$ starting at $x\geq0$. In this paper, it is proved that there are positive constants $A$ and $D$ depending only on $\theta$ and $\alpha$ such that \begin{equation*} \mathbf{E}_x\Biggl(\exp\bigl[\alpha\max\limits_{0\leq t\leq\tau}X_t\bigr]\Biggr)\leq A\mathbf{E}_x\Biggl(\exp[D\tau]\Biggr) \end{equation*} for any stopping time $\tau$ of $X$. This inequality is also shown to be sharp.
목차
등록된 정보가 없습니다.
참고문헌 (9)
참고문헌 신청
D.L Burkholder / 1977 / Exit times of Brownian motion, harmonic majorization, and Hardy spaces / Advances in Mathematics 26(2):182~205
R. D. DeBlassie / 1987 / Stopping times of Bessel processes / Ann. Probab 15(3):1044~1051
L. E. Dubins / 1994 / Optimal Stopping Rules and Maximal Inequalities for Bessel Processes / Theory of Probability & Its Applications 38(2):226~261
SE Graversen / 1998 / Maximal inequalities for bessel processes / Journal of Inequalities and Applications 1998(2):621735
N. Ikeda / 1981 / Stochastic Dierential Equations and Diusion Processes / North-Holland Publishing Co.
R. D. DeBlassie / 1987 / Stopping times of Bessel processes / Ann. Probab 15(3):1044~1051
L. E. Dubins / 1994 / Optimal Stopping Rules and Maximal Inequalities for Bessel Processes / Theory of Probability & Its Applications 38(2):226~261
SE Graversen / 1998 / Maximal inequalities for bessel processes / Journal of Inequalities and Applications 1998(2):621735
N. Ikeda / 1981 / Stochastic Dierential Equations and Diusion Processes / North-Holland Publishing Co.
함께 읽어보면 좋을 논문
논문 유사도에 따라 DBpia 가 추천하는 논문입니다. 함께 보면 좋을 연관 논문을 확인해보세요!
-
Extension of Huygens type inequalities for Bessel and modified Bessel Functions
대한수학회논문집
2019 .01
-
Fractional Integration and differentiation of the $(p, q)$-extended Bessel function
대한수학회보
2018 .01
-
On partial sums of normalized $q$-Bessel functions
대한수학회논문집
2018 .01
-
Convexity of integral operators generated by some new inequalities of hyper-Bessel functions
대한수학회논문집
2019 .01
-
Monotonicity properties of the Bessel-Struve kernel
대한수학회보
2016 .01
-
Strong Roman Domination in Grid Graphs
Kyungpook Mathematical Journal
2019 .01
-
Some inequalities and absolute monotonicity for modified Bessel functions of the first kind
대한수학회논문집
2016 .01
-
A Tur\'{a}n-type inequality for entire functions of exponential type
한국수학논문집
2022 .06
-
IMPROVED BOUNDS OF POLYNOMIAL INEQUALITIES WITH RESTRICTED ZERO
Nonlinear Functional Analysis and Applications
2023 .06
-
Bounds for radii of convexity of some $q$-Bessel functions
대한수학회보
2020 .01
-
EXTENSION OF FRAME'S TYPE INEQUALITIES TO BESSEL AND MODIFIED BESSEL FUNCTIONS
Proceedings of the Jangjeon Mathematical Society
2017 .01
-
A GENERALIZATION OF THE EXPONENTIAL INTEGRAL AND SOME ASSOCIATED INEQUALITIES
호남수학학술지
2017 .01
-
Bessel-Wright transform in the setting of quantum calculus
한국수학논문집
2021 .01
-
ON THE GENERALIZED MODIFIED k-BESSEL FUNCTIONS OF THE FIRST KIND
대한수학회논문집
2017 .01
-
APPROXIMATED SEPARATION FORMULA FOR THE HELMHOLTZ EQUATION
호남수학학술지
2019 .01
-
On some differential subordination involving the Bessel-Struve kernel function
대한수학회논문집
2018 .01
-
Some properties of generalized Bessel function associated with generalized fractional calculus operators
대한수학회논문집
2021 .01
-
The exponential growth and decay properties for solutions to elliptic equations in unbounded cylinders
대한수학회지
2020 .01
-
Inequalities concerning polynomial and its derivative
한국수학논문집
2021 .09
이 논문의 저자 정보
최근 본 자료
댓글(0)
0