Search Results - subject:"maximality principle"

On Maximal Inequalities for some Jump Processes

Gapeev, Pavel V. - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2006

.3) for diffusion processes was obtained in the article [22] using the established maximality principle being equivalent to …-differential free-boundary problem, normal reflection, continuous and smooth fit, maximality principle, maximal inequalities. 1 …

Persistent link: https://www.econbiz.de/10005784853

Best Bounds in Doob's Maximal Inequality for Bessel Processes

Pedersen, Jesper Lund - In: Journal of Multivariate Analysis 75 (2000) 1, pp. 36-46

of smooth fit and the maximality principle. In addition, the exact formula for the expected waiting time of the optimal …

Persistent link: https://www.econbiz.de/10005160363

A unified approach to the existing three types of variational principles for vector valued functions

Chen, G. Y.; Huang, X. X. - In: Computational Statistics 48 (1998) 3, pp. 349-357

This paper att empts to give a unified approach to the existing three types of variational principles for vector valued functions: A. B. Nemeth (1986), Chr. Tammer (1992) and G. Isac (1996). Some of the results we obtain are variants of the authors' mentioned above. Some are even stronger than...

Persistent link: https://www.econbiz.de/10010847661

A unified approach to the existing three types of variational principles for vector valued functions

Chen, G. Y.; Huang, X. X. - In: Mathematical Methods of Operations Research 48 (1998) 3, pp. 349-357

Persistent link: https://www.econbiz.de/10010950083

On Doob's maximal inequality for Brownian motion

Graversen, S. E.; Peskir, G. - In: Stochastic Processes and their Applications 69 (1997) 1, pp. 111-125

] > 0 and all 0 < [lambda] < 2. The method of proof relies upon the principle of smooth fit and the maximality principle for …

Persistent link: https://www.econbiz.de/10008874410