Journal of Mathematical Inequalities · Volume 13, Issue 4

Some improvements on the Lp inequalities for diffusion processes

13-75 Pages 1057-1069 DOI 10.7153/jmi-2019-13-75

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Authors

Jing Shen Xiaochuan Xu Yaofeng Ren

Keywords

Lp inequality Davis-type inequality domination inequality diffusion process Ornstein-Uhlenbeck process Bessel process reflected Brownian motion with drift

Subject classes

60E15 60J60