On the exponential Orlicz norm of iterated stochastic integrals
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関連論文
- Two remarks on the class of bounded continuous martingales
- Convergence of Weighted Sums of Products of Random Variables with Long-Range Dependence
- On the Iterated Martingale Transforms
- An improved martingale inequality
- Maximal inequalities for a one-dimensional diffusion process
- On the exponential Orlicz norm of iterated stochastic integrals