Zobrazeno 1 - 1
of 1
pro vyhledávání: '"$L^P$ convergence of Neumann's series"'
Autor:
Paul Krée, Eric A. Carlen
Publikováno v:
Ann. Probab. 19, no. 1 (1991), 354-368
For a continuous martingale $M$, let $\langle M, M\rangle$ denote the increasing process. Let $I_0, I_1,\ldots$ denote the iterated stochastic integrals of $M$. We prove the inequalities of Burkholder-Davis-Gundy type, $A_{p,n}\|\langle M, M \rangle^
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ef981ecfdbbb5555a55da3b96176cc35
http://projecteuclid.org/euclid.aop/1176990549
http://projecteuclid.org/euclid.aop/1176990549
