Algebraic polynomials and moments of stochastic integrals

DOI10.1016/j.spl.2011.01.022zbMath1215.60036arXiv1102.4996OpenAlexW2129525838MaRDI QIDQ534410

Mikhail Langovoy

Publication date: 17 May 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1102.4996

zbMATH Keywords

stochastic processespolynomialstochastic integralBurkholder-Davis-Gundy inequalitiesmoments of stochastic integrals

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Inequalities; stochastic orderings (60E15) Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Real polynomials: location of zeros (26C10) Basic orthogonal polynomials and functions (Askey-Wilson polynomials, etc.) (33D45)

Related Items (3)

Global external stochastic stabilization of linear systems with input saturation: an alternative approach ⋮ Remarks on moment inequalities and identities for martingales ⋮ On global external stochastic stabilization of linear systems with input saturation

Cites Work

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• Unitary Dilations of One-Parameter Semigroups of Markov Transition Operators, and the Corresponding Integral Representations for Markov Processes with a Countable Infinity of States
• The Homogeneous Chaos

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