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math.PR2021
Moderate and maximal inequalities for diffusion processes and conformal martingales
Xian Chen, Yong Chen, Mumien Cheng +1
The maximal inequalities for martingales are one of the classical results in the theory of stochastic processes. Here we establish the sharp moderate maximal inequalities for…
math.PR2021
Berry-Esseen bounds and almost sure CLT for the quadratic variation of a general Gaussian process
Yong Chen, Zhen Ding, Ying Li
In this paper, we consider the explicit bound for the second-order approximation of the quadratic variation of a general fractional Gaussian process . The second or…