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Some moment inequalities for stochastic integrals and for solutions of stochastic differential equations

โœ Scribed by Moshe Zakai

Book ID
112888665
Publisher
The Hebrew University Magnes Press
Year
1967
Tongue
English
Weight
223 KB
Volume
5
Category
Article
ISSN
0021-2172

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๐Ÿ“œ SIMILAR VOLUMES

Some ratio inequalities for iterated sto
Some ratio inequalities for iterated stochastic integrals
โœ Litan Yan ๐Ÿ“‚ Article ๐Ÿ“… 2003 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 193 KB

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