Estimates for norms of discrete stochastic integrals

DOI10.1134/S106456241003021XzbMath1216.60049MaRDI QIDQ610580

P. A. Yas'kov

Publication date: 8 December 2010

Published in: Doklady Mathematics (Search for Journal in Brave)

zbMATH Keywords

fractional Brownian motiondiscrete stochastic integralRiemann-Stieltjes stochastic integral

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Stochastic integrals (60H05)

Related Items (1)

On pathwise Riemann-Stieltjes integrals

Cites Work

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• Conditions for the existence of Stieltjes integral of functions of bounded generalized variation
• General inequalities of Stieltjes integrals and the convergence of Fourier series
• THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS I
• On the non-existence of path integrals

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