Geodesic
Some estimates in the theory of stochastic integral
Teoriâ veroâtnostej i ee primeneniâ, Tome 18 (1973) no. 1, pp. 56-65 Cet article a éte moissonné depuis la source Math-Net.Ru

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In this paper, two estimates, (4) and (11), are proved. In (4), $x_t=\int_0^t\sigma_s\,d\xi_s+\int_0^tb_s\,ds$ here $\xi_s$ is an $n$-dimensional Wiener process, $b_s=k_s+\sigma_sh_s$, and $k_s$, $h_s$ satisfy the conditions a), б) ($dt=\det\sigma_t^2$). A particular case of (11) is (5). 
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     author = {N. V. Krylov},
     title = {Some estimates in the theory of stochastic integral},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {56--65},
     year = {1973},
     volume = {18},
     number = {1},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1973_18_1_a3/}
}
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N. V. Krylov. Some estimates in the theory of stochastic integral. Teoriâ veroâtnostej i ee primeneniâ, Tome 18 (1973) no. 1, pp. 56-65. http://geodesic.mathdoc.fr/item/TVP_1973_18_1_a3/