Abstract
In this paper, we obtain Davis-type maximal inequalities for the Bessel process of dimension δ > 1 and for the radial Ornstein—Uhlenbeck process. The proofs are based on a generalization of Lenglart’s domination principle. Bibliography: 10 titles.
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Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 320, 2004, pp. 30–43.
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Botnikov, Y.L. Davis-type inequalities for some diffusion processes. J Math Sci 137, 4502–4509 (2006). https://doi.org/10.1007/s10958-006-0242-3
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DOI: https://doi.org/10.1007/s10958-006-0242-3