Two inequalities for iterated stochastic integrals

DOI10.1007/s00013-003-0025-8zbMath1048.60043OpenAlexW2040851385MaRDI QIDQ1881512

Litan Yan

Publication date: 5 October 2004

Published in: Archiv der Mathematik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00013-003-0025-8

zbMATH Keywords

maximal inequalitystochastic integralslocal time inequality

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Local time and additive functionals (60J55)

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