SOME MOMENT INEQUALITIES FOR STOCHASTIC INTEGRALS AND SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS

被引:19
作者
ZAKAI, M
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D O I
10.1007/BF02771103
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
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页码:170 / &
相关论文
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Dynkin E. B., 1965, Theory of Markov Processes
[2]  
ITO K., 1951, NAGOYA MATH J, V3, P55, DOI DOI 10.1017/S0027763000012216
[3]  
Skorohod A.V., 1965, Studies in the theory of random processes
[4]  
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