L\({}^ p\) estimates on iterated stochastic integrals

DOI10.1214/aop/1176990549zbMath0721.60052OpenAlexW2034421218MaRDI QIDQ2640997

Paul Kree, Eric Anders Carlen

Publication date: 1991

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176990549

zbMATH Keywords

iterated integralsBurkholder-Davis-Gundy type of inequalityNeumann series for exponential martingales

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

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