Exponential inequalities for probability deviations of stochastic integrals over Gaussian integrable processes
Teoriâ veroâtnostej i ee primeneniâ, Tome 59 (2014) no. 1, pp. 150-159
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@article{TVP_2014_59_1_a7,
author = {A. A. Bystrov},
title = {Exponential inequalities for probability deviations of stochastic integrals over {Gaussian} integrable processes},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {150--159},
publisher = {mathdoc},
volume = {59},
number = {1},
year = {2014},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_2014_59_1_a7/}
}
TY - JOUR AU - A. A. Bystrov TI - Exponential inequalities for probability deviations of stochastic integrals over Gaussian integrable processes JO - Teoriâ veroâtnostej i ee primeneniâ PY - 2014 SP - 150 EP - 159 VL - 59 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_2014_59_1_a7/ LA - ru ID - TVP_2014_59_1_a7 ER -
%0 Journal Article %A A. A. Bystrov %T Exponential inequalities for probability deviations of stochastic integrals over Gaussian integrable processes %J Teoriâ veroâtnostej i ee primeneniâ %D 2014 %P 150-159 %V 59 %N 1 %I mathdoc %U http://geodesic.mathdoc.fr/item/TVP_2014_59_1_a7/ %G ru %F TVP_2014_59_1_a7
A. A. Bystrov. Exponential inequalities for probability deviations of stochastic integrals over Gaussian integrable processes. Teoriâ veroâtnostej i ee primeneniâ, Tome 59 (2014) no. 1, pp. 150-159. http://geodesic.mathdoc.fr/item/TVP_2014_59_1_a7/