Reduction formula for moments of stochastic integrals (Q4370776): Difference between revisions
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Property / cites work: Large deviation estimates in the stochastic quantization of \(\phi ^ 4_ 2\) / rank | |||
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Property / cites work: Study of stochastic differential equations by constructive methods. I. / rank | |||
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Property / cites work: Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times / rank | |||
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Property / cites work: L\({}^ p\) estimates on iterated stochastic integrals / rank | |||
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Latest revision as of 09:05, 28 May 2024
scientific article; zbMATH DE number 1100724
Language | Label | Description | Also known as |
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English | Reduction formula for moments of stochastic integrals |
scientific article; zbMATH DE number 1100724 |
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Reduction formula for moments of stochastic integrals (English)
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6 January 1998
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stochastic integral moments
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