A note on the moment inequalities for stochastic integral

DOI10.7153/MIA-16-80zbMath1291.60087OpenAlexW2327658909MaRDI QIDQ5406146

Young-Ho Kim

Publication date: 1 April 2014

Published in: Mathematical Inequalities & Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.7153/mia-16-80

zbMATH Keywords

martingaleItô formulastochastic integralmoment inequality

Mathematics Subject Classification ID

Stochastic integrals (60H05) Martingales and classical analysis (60G46)

Related Items (1)

Gronwall-type moment inequalities for a stochastic process

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