Some improvements on the L_p inequalities for diffusion processes

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• Jing Shen
• Xiaochuan Xu
• Yaofeng Ren

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• Primary
• 60E15
• 60J60

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• L_p inequality
• Davis-type inequality
• domination inequality
• diffusion process
• Ornstein-Uhlenbeck process
• Bessel process
• reflected Brownian motion with drift

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