Geodesic
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. 
@article{ZNSL_2004_320_a1,
     author = {Yu. L. Botnikov},
     title = {Davis-type inequalities for a~number of diffusion processes},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {30--43},
     publisher = {mathdoc},
     volume = {320},
     year = {2004},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_2004_320_a1/}
}
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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/