SOME IMPROVEMENTS ON THE Lp INEQUALITIES FOR DIFFUSION PROCESSES

被引：1

作者：

Shen, Jing ^{[1
,2
]}

Xu, Xiaochuan ^{[2
]}

Ren, Yaofeng ^{[2
]}

机构：

[1] Wenhua Coll, Dept Math, Wuhan 430074, Peoples R China

[2] Naval Univ Engn, Dept Appl Math, Coll Sci, Wuhan 430033, Peoples R China

来源：

JOURNAL OF MATHEMATICAL INEQUALITIES | 2019年 / 13卷 / 04期

关键词：

L-p inequality; Davis-type inequality; domination inequality; diffusion process; Ornstein-Uhlenbeck process; Bessel process; reflected Brownian motion with drift; STOPPING-TIMES; MAXIMAL INEQUALITIES; DOMINATION;

D O I：

10.7153/jmi-2019-13-75

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we give some improvements on the L-p (0 < p < alpha) inequalities for diffusion processes. We obtain smaller constants in the L-p inequalities and derive that the growth rates of the constants. as p -> 0(+), grows like O (1/p(alpha)) , instead of the exponential of 1/p. Finally, we apply the improved inequalities to the Ornstein-Uhlenbeck processes. Bessel processes and reflected Brownian motion with drift and get better constants.

引用

页码：1057 / 1069

页数：13

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