On Moment Inequalities for Stochastic Integrals
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Publication:5658899
DOI10.1137/1116058zbMath0246.60047OpenAlexW2070959152MaRDI QIDQ5658899
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
Related Items (13)
Principles of minimum in problems of optimal control of random processes ⋮ The Kolmogorov Inequality for the Maximum of the Sum of Random Variables and Its Martingale Analogues ⋮ Maximal inequalities and some applications ⋮ Remarks on moment inequalities and identities for martingales ⋮ On some maximal inequalities for fractional Brownian motions ⋮ A weak-type inequality for the martingale square function ⋮ Parameter estimation for stochastic differential equations driven by mixed fractional Brownian motion ⋮ Some existence results for systems of impulsive stochastic differential equations ⋮ Continuity of the optimal stopping boundary for two-dimensional diffusions ⋮ Existence and uniquenes results for systems of impulsive functional stochastic differential equations driven by fractional Brownian motion with multiple delay ⋮ PASSPORT OPTIONS ⋮ A mathematical analysis of the Gumbel test for jumps in stochastic volatility models ⋮ Asymptotic behavior of M-estimator and related random field for diffusion process
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