Teoriâ veroâtnostej i ee primeneniâ, Tome 18 (1973) no. 1, pp. 56-65
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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/
@article{TVP_1973_18_1_a3,
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/}
}
TY - JOUR
AU - N. V. Krylov
TI - Some estimates in the theory of stochastic integral
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1973
SP - 56
EP - 65
VL - 18
IS - 1
UR - http://geodesic.mathdoc.fr/item/TVP_1973_18_1_a3/
LA - ru
ID - TVP_1973_18_1_a3
ER -
%0 Journal Article
%A N. V. Krylov
%T Some estimates in the theory of stochastic integral
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1973
%P 56-65
%V 18
%N 1
%U http://geodesic.mathdoc.fr/item/TVP_1973_18_1_a3/
%G ru
%F TVP_1973_18_1_a3
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).
