Davis-type inequalities for a number of diffusion processes
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 8, Tome 320 (2004), pp. 30-43
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In this paper we obtain Davis-type maximal inequlaities for Bessel process of dimension parameter $\gg1$ and for the radial Ornstein–Uhlenbeck process. The proofs are based on generalization of the Lenglart domination principle.
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Yu. L. Botnikov. Davis-type inequalities for a number of diffusion processes. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 8, Tome 320 (2004), pp. 30-43. http://geodesic.mathdoc.fr/item/ZNSL_2004_320_a1/

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