On moment inequalities for difference solutions of stochastic differential equations

zbMath0619.60060MaRDI QIDQ1089681

V. A. Lebedev

Publication date: 1986

Published in: Moscow University Mathematics Bulletin (Search for Journal in Brave)

zbMATH Keywords

stopping timeslocal martingale

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Random measures (60G57)

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