$L^ p$ inequalities for stopping times of diffusions
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- by R. Dante DeBlassie PDF
- Trans. Amer. Math. Soc. 295 (1986), 765-782 Request permission
Abstract:
Let ${X_t}$ be a solution to a stochastic differential equation. Easily verified conditions on the coefficients of the equation give ${L^p}$ inequalities for stopping times of ${X_t}$ and the maximal function. An application to Brownian motion with radial drift is also discussed.References
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Additional Information
- © Copyright 1986 American Mathematical Society
- Journal: Trans. Amer. Math. Soc. 295 (1986), 765-782
- MSC: Primary 60G40; Secondary 60H10, 60J60
- DOI: https://doi.org/10.1090/S0002-9947-1986-0833708-1
- MathSciNet review: 833708