The Meyer-Emery inequalities for norms of stochastic integrals with a parameter

DOI10.1007/BF01097211MaRDI QIDQ911156zbMATH OpenFDO

Authors E. I. Trofimov

Publication date 1990

Published in Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/198216

zbMATH Keywords

Emery-Meyer inequalitystochastic integrals depending on a parameter

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stochastic integrals (60H05)

Review text

L'auteur généralise des inégalités d'Emery-Meyer pour les espaces \(S^ P\) et \(H^ P\) au cas d'intégrales stochastiques dépendant d'un paramètre telles qu'elles ont été considérées par \textit{C. Stricker} et \textit{M. Yor} [Z. Wahrscheinlichkeitstheor. Verw. Geb. 45, 109-133 (1978; Zbl 0388.60056)].

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Cites work

• Calcul stochastique d�pendant d'un param�tre
• scientific article; zbMATH DE number 3884755 (Why is no real title available?)
• scientific article; zbMATH DE number 3729200 (Why is no real title available?)
• scientific article; zbMATH DE number 3583004 (Why is no real title available?)
• scientific article; zbMATH DE number 3631722 (Why is no real title available?)
• Stabilit� des solutions des �quations diff�rentielles stochastiques application aux int�grales multiplicatives stochastiques

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