On some inequalities of local times of iterated stochastic integrals.
JIPAM. Journal of Inequalities in Pure & Applied Mathematics [electronic only] (2002)
- Volume: 3, Issue: 4, page Paper No. 62, 12 p., electronic only-Paper No. 62, 12 p., electronic only
- ISSN: 1443-5756
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topYan, Litan. "On some inequalities of local times of iterated stochastic integrals.." JIPAM. Journal of Inequalities in Pure & Applied Mathematics [electronic only] 3.4 (2002): Paper No. 62, 12 p., electronic only-Paper No. 62, 12 p., electronic only. <http://eudml.org/doc/122835>.
@article{Yan2002,
author = {Yan, Litan},
journal = {JIPAM. Journal of Inequalities in Pure & Applied Mathematics [electronic only]},
keywords = {continuous local martingale; continuous semimartingale; iterated stochastic integrals; local time; random time; Burkholder-Davis-Gundy inequalities; Barlow-Yor inequalities},
language = {eng},
number = {4},
pages = {Paper No. 62, 12 p., electronic only-Paper No. 62, 12 p., electronic only},
publisher = {Victoria University, School of Communications and Informatics},
title = {On some inequalities of local times of iterated stochastic integrals.},
url = {http://eudml.org/doc/122835},
volume = {3},
year = {2002},
}
TY - JOUR
AU - Yan, Litan
TI - On some inequalities of local times of iterated stochastic integrals.
JO - JIPAM. Journal of Inequalities in Pure & Applied Mathematics [electronic only]
PY - 2002
PB - Victoria University, School of Communications and Informatics
VL - 3
IS - 4
SP - Paper No. 62, 12 p., electronic only
EP - Paper No. 62, 12 p., electronic only
LA - eng
KW - continuous local martingale; continuous semimartingale; iterated stochastic integrals; local time; random time; Burkholder-Davis-Gundy inequalities; Barlow-Yor inequalities
UR - http://eudml.org/doc/122835
ER -
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