Geodesic
On refinements of neo-classical inequality and its applications to stochastic differential equations and Brownian motion
Čelâbinskij fiziko-matematičeskij žurnal, Tome 2 (2017) no. 3, pp. 257-265

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In this article some estimates are refined for the best constant in the well-known so called neo-classical inequality, which is the generalization of the Newton binomial formula in terms of Wright — Fox functions. The results of this article are applied to stochastic differential equations, Brownian motion and estimates of probability distributions.
Keywords: neo-classical inequality, stochastic differential inequality, Wright — Fox function, Berry — Essen inequality, Meller — König — Zeller operators. 
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     author = {D. S. Donchev and S. M. Sitnik and E. L. Shishkina},
     title = {On refinements of neo-classical inequality and its applications to stochastic differential equations and {Brownian} motion},
     journal = {\v{C}el\^abinskij fiziko-matemati\v{c}eskij \v{z}urnal},
     pages = {257--265},
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     volume = {2},
     number = {3},
     year = {2017},
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     url = {http://geodesic.mathdoc.fr/item/CHFMJ_2017_2_3_a0/}
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D. S. Donchev; S. M. Sitnik; E. L. Shishkina. On refinements of neo-classical inequality and its applications to stochastic differential equations and Brownian motion. Čelâbinskij fiziko-matematičeskij žurnal, Tome 2 (2017) no. 3, pp. 257-265. http://geodesic.mathdoc.fr/item/CHFMJ_2017_2_3_a0/