On Moment Inequalities for Stochastic Integrals

DOI10.1137/1116058zbMATH Open0246.60047OpenAlexW2070959152MaRDI QIDQ5658899FDOQ5658899

A. Novikov

Publication date: 1971

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1116058

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Cited In (13)

• Parameter estimation for stochastic differential equations driven by mixed fractional Brownian motion
• Asymptotic behavior of M-estimator and related random field for diffusion process
• Existence and uniquenes results for systems of impulsive functional stochastic differential equations driven by fractional Brownian motion with multiple delay
• The Kolmogorov Inequality for the Maximum of the Sum of Random Variables and Its Martingale Analogues
• Some existence results for systems of impulsive stochastic differential equations
• Maximal inequalities and some applications
• Principles of minimum in problems of optimal control of random processes
• A weak-type inequality for the martingale square function
• On some maximal inequalities for fractional Brownian motions
• PASSPORT OPTIONS
• A mathematical analysis of the Gumbel test for jumps in stochastic volatility models
• Remarks on moment inequalities and identities for martingales
• Continuity of the optimal stopping boundary for two-dimensional diffusions

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