Some moment inequalities for stochastic integrals and for solutions of stochastic differential equations

DOI10.1007/BF02771103zbMath0166.13803OpenAlexW1987625012MaRDI QIDQ2529881

Moshe Zakai

Publication date: 1967

Published in: Israel Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02771103

zbMATH Keywords

probability theory

Related Items (8)

Evolution equation of a stochastic semigroup with white-noise drift. ⋮ Continuity of some anticipating integral processes ⋮ Stochastic anticipative calculus on the path space over a compact Riemannian manifold ⋮ Ulam-Hyers-Rassias stability of a nonlinear stochastic integral equation of Volterra type ⋮ On the structure of multifactor optimal portfolio strategies ⋮ The Cauchy Problem for Degenerate Parabolic Equations with Discontinuous Drift ⋮ On martingale inequalities in non-commutative stochastic analysis ⋮ Stochastic evolution equations with random generators

Cites Work

• The oscillation of stochastic integrals
• On a Formula Concerning Stochastic Differentials
• Unnamed Item

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