Inequalinies for stochastic integrals with respect to a strong martingale
Автор: Kolodii N.A.
Журнал: Математическая физика и компьютерное моделирование @mpcm-jvolsu
Рубрика: Математика
Статья в выпуске: 8, 2004 года.
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We investigate the properties of the random fields connected with stochastic intergals with respect to a twoparameter continuous strong square-integrable martingale in the case when a martingale and integrands depend from limits of integration. We prove the inequalities for the moments of unifirm norm and modulus of continuity of trajectories of continuous modifications of such fields.
Короткий адрес: https://sciup.org/14968548
IDR: 14968548
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