Strong differential subordination and stochastic integration (Q1336575)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong differential subordination and stochastic integration |
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Strong differential subordination and stochastic integration (English)
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6 July 1995
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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.
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inequalities
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stochastic integral
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predictable integrands
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boundary value problems
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