INEQUALITY IN THEORY OF STOCHASTIC INTEGRALS

被引:25
作者
KRYLOV, NV
机构
来源
THEORY OF PROBILITY AND ITS APPLICATIONS,USSR | 1971年 / 16卷 / 03期
关键词
D O I
10.1137/1116048
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:438 / &
相关论文
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BAKELMAN IY, 1965, GEOMETRICAL METHODS
[4]  
DYNKIN EB, 1961, MARKOV PROCESSES
[5]   ON ITOS STOCHASTIC INTEGRAL EQUATIONS [J].
KRYLOV, NV .
THEORY OF PROBILITY AND ITS APPLICATIONS,USSR, 1969, 14 (02) :330-&
[6]  
KRYLOV NV, 1971, IZV AN SSSR M, V35, P224
[7]  
Loeve M., 1977, PROBABILITY THEORY
[8]   DIFFUSION PROCESSES WITH CONTINUOUS COEFFICIENTS .I. [J].
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VARADHAN, SR .
COMMUNICATIONS ON PURE AND APPLIED MATHEMATICS, 1969, 22 (03) :345-&