Convex comparison inequalities for non-Markovian stochastic integrals (Q5410810)
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scientific article; zbMATH DE number 6286605
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convex comparison inequalities for non-Markovian stochastic integrals |
scientific article; zbMATH DE number 6286605 |
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Convex comparison inequalities for non-Markovian stochastic integrals (English)
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17 April 2014
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stochastic integrals
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convex concentration
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Malliavin calculus
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forward-backward stochastic calculus
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jump-diffusion processes
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