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Centre for Mathematical Physics and Stochastics
Department of Mathematical Sciences, University of Aarhus

Funded by The Danish National Research Foundation

MPS-RR 1998-6
May 1998

Maximal Inequalities for the Ornstein-Uhlenbeck Process


Svend Erik Graversen

Goran Peskir


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This paper has now been published in Proc. Amer. Math. Soc. 128, 2000, (3035-3041)