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Some estimates for stochastic integrals

โœ Scribed by G. Pragarauskas


Publisher
Springer
Year
1976
Tongue
English
Weight
270 KB
Volume
15
Category
Article
ISSN
0363-1672

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Let X = (Xt, Ft) be a continuous local martingale with quadratic variation X and X0 = 0. Define iterated stochastic integrals In(X) = (In(t, X), Ft) , n โ‰ฅ 0, inductively by In(t, X