Some ratio inequalities for iterated sto
โ
Litan Yan
๐
Article
๐
2003
๐
John Wiley and Sons
๐
English
โ 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 โฅ 0, inductively by In(t, X