Kavli Affiliate: Xian Chen | First 5 Authors: Xian Chen, Yong Chen, Mumien Cheng, Chen Jia, | Summary: 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 […]
Continue.. Moderate and $L^p$ maximal inequalities for diffusion processes and conformal martingales