【摘要】 考虑出发于零点的δ≥0维Bessel过程Z,即它的平方为下面随机微分方程的唯一强解:Xt=δt+2t0∫√XsdBs,这里Bt,t≥0是一个标准Brown运动。给出了这个过程的一个指数型极值不等式,这个结果推广了文献[1]给出的不等式。更多还原

【Abstract】 In this paper,we consider a Bessel process of dimension starting at zero Z,i.e.the square of this process is the unique strong solution of the stochastic differential equation: Xt=δt+2dBs,where Bt,t≥0 is a standard Brownian motion starting at zero.An exponential extremum inequality for the process Z is given.This result generalizes the inequalities provided in [1].更多还原