Some ratio inequalities for iterated stochastic integrals

DOI10.1002/MANA.200310097zbMath1035.60041OpenAlexW2053205562MaRDI QIDQ4432811

Litan Yan

Publication date: 29 October 2003

Published in: Mathematische Nachrichten (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mana.200310097

zbMATH Keywords

Burkholder-Davis-Gundy inequalitiesBarlow-Yor inequalitiesIterated stochastic integrals

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Local time and additive functionals (60J55)

Related Items (1)

Iterated integrals with respect to Bessel processes

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