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Some ratio inequalities for iterated stochastic integrals

โœ Scribed by Litan Yan

Publisher
John Wiley and Sons
Year
2003
Tongue
English
Weight
193 KB
Volume
259
Category
Article
ISSN
0025-584X

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โœฆ Synopsis

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

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