On maximal inequalities for Ornstein-Uhlenbeck processes with jumps

Кордзахия, НЕ; Kordzahiya, NE; Новиков, АА; Novikov, AA

On maximal inequalities for Ornstein-Uhlenbeck processes with jumps

Кордзахия, НЕ Kordzahiya, NE Новиков, АА Novikov, AA

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Publisher:: Steklov Mathematical Institute
Publication Type:: Journal Article
Citation:: Teoriya Veroyatnostei i ee Primeneniya, 2021, 66, (4), pp. 895-913
Issue Date:: 2021

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Field	Value	Language
dc.contributor.author	Кордзахия, НЕ
dc.contributor.author	Kordzahiya, NE
dc.contributor.author	Новиков, АА
dc.contributor.author	Novikov, AA
dc.date.accessioned	2022-01-17T00:41:31Z
dc.date.available	2022-01-17T00:41:31Z
dc.date.issued	2021
dc.identifier.citation	Teoriya Veroyatnostei i ee Primeneniya, 2021, 66, (4), pp. 895-913
dc.identifier.issn	0040-361X
dc.identifier.issn	2305-3151
dc.identifier.uri	http://hdl.handle.net/10453/153190
dc.description.abstract	<jats:p>Получены моментные и экспоненциальные неравенства для максимума обобщенного процесса Орнштейна-Уленбека при некоторых предположениях на хвосты распределения скачкообразной компоненты.</jats:p>
dc.language	ru
dc.publisher	Steklov Mathematical Institute
dc.relation	http://purl.org/au-research/grants/arc/DP150102758
dc.relation.ispartof	Teoriya Veroyatnostei i ee Primeneniya
dc.relation.isbasedon	10.4213/tvp5516
dc.rights	info:eu-repo/semantics/closedAccess
dc.title	On maximal inequalities for Ornstein-Uhlenbeck processes with jumps
dc.type	Journal Article
utslib.citation.volume	66
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Science
pubs.organisational-group	/University of Technology Sydney/Strength - QFRC - Quantitative Finance Research Centre
pubs.organisational-group	/University of Technology Sydney/Faculty of Science/School of Mathematical and Physical Sciences
utslib.copyright.status	closed_access	*
dc.date.updated	2022-01-17T00:41:29Z
pubs.issue	4
pubs.publication-status	Published
pubs.volume	66
utslib.citation.issue	4

Abstract:

Получены моментные и экспоненциальные неравенства для максимума обобщенного процесса Орнштейна-Уленбека при некоторых предположениях на хвосты распределения скачкообразной компоненты.

Please use this identifier to cite or link to this item:

http://hdl.handle.net/10453/153190