Exponential inequalities for Bessel processes
Séminaire de probabilités de Strasbourg, Volume 34 (2000), pp. 146-150.
@article{SPS_2000__34__146_0,
     author = {Eisenbaum, Nathalie},
     title = {Exponential inequalities for {Bessel} processes},
     journal = {S\'eminaire de probabilit\'es de Strasbourg},
     pages = {146--150},
     publisher = {Springer - Lecture Notes in Mathematics},
     volume = {34},
     year = {2000},
     mrnumber = {1768061},
     zbl = {0959.60071},
     language = {en},
     url = {http://www.numdam.org/item/SPS_2000__34__146_0/}
}
TY  - JOUR
AU  - Eisenbaum, Nathalie
TI  - Exponential inequalities for Bessel processes
JO  - Séminaire de probabilités de Strasbourg
PY  - 2000
SP  - 146
EP  - 150
VL  - 34
PB  - Springer - Lecture Notes in Mathematics
UR  - http://www.numdam.org/item/SPS_2000__34__146_0/
LA  - en
ID  - SPS_2000__34__146_0
ER  - 
%0 Journal Article
%A Eisenbaum, Nathalie
%T Exponential inequalities for Bessel processes
%J Séminaire de probabilités de Strasbourg
%D 2000
%P 146-150
%V 34
%I Springer - Lecture Notes in Mathematics
%U http://www.numdam.org/item/SPS_2000__34__146_0/
%G en
%F SPS_2000__34__146_0
Eisenbaum, Nathalie. Exponential inequalities for Bessel processes. Séminaire de probabilités de Strasbourg, Volume 34 (2000), pp. 146-150. http://www.numdam.org/item/SPS_2000__34__146_0/

[B] D.L. Burkholder "Exit times of Brownian motion, and Hardy spaces" Advances in Math.26, 182-205 (1977). | MR | Zbl

[D] B. Davis "On stopping times for n- dimensional Brownian motion" Annals of Proba.6 ,651-659, (1978). | MR | Zbl

[D-E] V.H. De La Pena and N. Eisenbaum "Exponential Burkholder Davis Gundy inequalities" Bull.Lond.Math.Soc.29 ,239-242 (1996). | MR | Zbl

[J-Y] S.D. Jacka and M. Yor "Inequalities for non-moderate functions of a pair of stochastic processes".Proc.London Math.Soc. (3) 67,649-672(1993). | MR | Zbl

[Y] M. Yor "Some aspects of Brownian motion - II - Some recent martingale problems" Lecture in Math. (Zürich) Birkhäuser(1997). | MR | Zbl