An Inequality in the Theory of 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) , 438-448
- https://doi.org/10.1137/1116048
Abstract
No abstract availableKeywords
This publication has 2 references indexed in Scilit:
- Diffusion processes with continuous coefficients, ICommunications on Pure and Applied Mathematics, 1969
- On Itô’s Stochastic Integral EquationsTheory of Probability and Its Applications, 1969