Estimates on moments of the solutions to stochastic differential equations with respect to martingales in the plane (Q678376)
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scientific article; zbMATH DE number 1001249
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| English | Estimates on moments of the solutions to stochastic differential equations with respect to martingales in the plane |
scientific article; zbMATH DE number 1001249 |
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Estimates on moments of the solutions to stochastic differential equations with respect to martingales in the plane (English)
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17 April 1997
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two-parameter stochastic differential equation
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two-parameter strong martingale
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two-parameter Ito's formula
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Gronwall's inequality
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0.93630147
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0.9053812
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0.90337974
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