On moment inequalities for stochastic integrals
Teoriâ veroâtnostej i ee primeneniâ, Tome 16 (1971) no. 3, pp. 548-551
Voir la notice de l'article provenant de la source Math-Net.Ru
For multidimensional stochastic integrals, the inequalities (2) and (3) are proved.
@article{TVP_1971_16_3_a12,
author = {A. A. Novikov},
title = {On moment inequalities for stochastic integrals},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {548--551},
publisher = {mathdoc},
volume = {16},
number = {3},
year = {1971},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1971_16_3_a12/}
}
A. A. Novikov. On moment inequalities for stochastic integrals. Teoriâ veroâtnostej i ee primeneniâ, Tome 16 (1971) no. 3, pp. 548-551. http://geodesic.mathdoc.fr/item/TVP_1971_16_3_a12/