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• W3209751131 abstract "The $L^p$ maximal inequalities for martingales are one of the classical results in the theory of stochastic processes. Here we establish the sharp moderate maximal inequalities for one-dimensional diffusion processes, which include the $L^p$ maximal inequalities as special cases. Moreover, we apply our theory to many specific examples, including the Ornstein-Uhlenbeck (OU) process, Brownian motion with drift, reflected Brownian motion with drift, Cox-Ingersoll-Ross process, radial OU process, and Bessel process. The results are further applied to establish the moderate maximal inequalities for some high-dimensional processes, including the complex OU process and general conformal local martingales." @default.
• W3209751131 created "2021-11-08" @default.
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• W3209751131 date "2021-11-04" @default.
• W3209751131 modified "2023-09-26" @default.
• W3209751131 title "Moderate and $L^p$ maximal inequalities for diffusion processes and conformal martingales" @default.
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• W3209751131 doi "https://doi.org/10.48550/arxiv.2111.02641" @default.
• W3209751131 hasPublicationYear "2021" @default.
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