[MaPhySto logo]
MaPhySto
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

by:

Svend Erik Graversen

Goran Peskir

Abstract

[Given in postscript-file below]

Availability: [ gzipped ps-file ]

[ Help on down-loading/viewing/printing ]


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