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zbMath1240.60123MaRDI QIDQ3110660

Fengli Song, Si Shen

Publication date: 27 January 2012

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic differential equation continuous semimartingale maximal inequality Itô formula

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Diffusion processes (60J60)

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