On Moment Inequalities for Stochastic Integrals
- 1 January 1971
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in Theory of Probability and Its Applications
- Vol. 16 (3) , 538-541
- https://doi.org/10.1137/1116058
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- On Stopping Times for a Wiener ProcessTheory of Probability and Its Applications, 1971
- Martingale integralsTransactions of the American Mathematical Society, 1968
- Some moment inequalities for stochastic integrals and for solutions of stochastic differential equationsIsrael Journal of Mathematics, 1967
- Martingale TransformsThe Annals of Mathematical Statistics, 1966