Strong differential subordination and stochastic integration (Q1336575): Difference between revisions
From MaRDI portal
Removed claim: reviewed by (P1447): Item:Q793859 |
Changed an Item |
||
| Property / reviewed by | |||
| Property / reviewed by: M.P.Jerschow / rank | |||
Normal rank | |||
Revision as of 00:20, 21 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong differential subordination and stochastic integration |
scientific article |
Statements
Strong differential subordination and stochastic integration (English)
0 references
6 July 1995
0 references
Various sharp inequalities are established connecting the ``size'' of the stochastic integral \(Y= \int HdX\) and the ``size'' of a semimartingale integrator \(X\) for bounded predictable integrands \(H\). The proofs are mainly based on adequate choice of special functions related to some boundary value problems.
0 references
inequalities
0 references
stochastic integral
0 references
predictable integrands
0 references
boundary value problems
0 references
