LP NORMS OF STOCHASTIC INTEGRALS AND OTHER MARTINGALES

被引：91

作者：

DAVIS, B ^{[1
]}

机构：

[1] PURDUE UNIV,DEPT STATIST,W LAFAYETTE,IN 47907

来源：

关键词：

D O I：

10.1215/S0012-7094-76-04354-4

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

引用

页码：697 / 704

页数：8

共 16 条

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[13] MOMENT INEQUALITIES FOR STOCHASTIC INTEGRALS [J].

NOVIKOV, AA .

THEORY OF PROBILITY AND ITS APPLICATIONS,USSR, 1971, 16 (03) :538-&

[14]

Paley REAC, 1932, P LOND MATH SOC, V34, P241

[15]

ROSENKRA.WA, 1972, NOT AM MATH SOC, V19, pA226

[16] A FIRST PASSAGE PROBLEM FOR WIENER PROCESS [J].

SHEPP, LA .

ANNALS OF MATHEMATICAL STATISTICS, 1967, 38 (06) :1912-&