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math.PR2019
On a maximal inequality and its application to SDEs with singular drift
Xuan Liu, Guangyu Xi
In this paper we present a Doob type maximal inequality for stochastic processes satisfying the conditional increment control condition. If we assume, in addition, that the margins…
math.PR2016
On the maximum of a type of random processes
Xuan Liu
We consider a type of random processes which satisfies the conditional increment condition and obtain an estimate for the tail probability and a Doob-type inequality of the maximum…