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Stopped Doob inequality for p-TH moment, 0 < p < ∞, stochastic convolution integrals

Author
HAMEDANI, Hamideh D1 ; ZANGENEH, Bijan Z1
[1] Faculty of Mathematical Sciences, Sharif University of Technology, P.O. Box 11365-9415, Tehran, Iran, Islamic Republic of
Source

Stochastic analysis and applications. 2001, Vol 19, Num 5, pp 771-798 ; ref : 19 ref

CODEN
SAAPDA
ISSN
0736-2994
Scientific domain
Control theory, operational research; Mathematics
Publisher
Taylor & Francis, Philadelphia, PA
Publication country
United States
Document type
Article
Language
English
Keyword (fr)
Calcul intégral Convolution Equation stochastique Evolution Intégrale stochastique Inégalité Martingale Opérateur évolution Processus stochastique Sigma algèbre Intégrale convolution Inégalité Burkholder davis Gundy Inégalité Cauchy Schwarz Inégalité arrêté Doob
Keyword (en)
Integral calculus Convolution Stochastic equation Evolution Stochastic integral Inequality Martingale Evolution operator Stochastic process Sigma algebra Convolution integral Burkholder davis Gundy inequality Cauchy Schwarz inequality Stopped Doob inequality
Keyword (es)
Convolución Ecuación estocástica Evolución Integral estocástica Desigualdad Martingale Operador evolución Proceso estocástico Algebra sigma
Classification
Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02E Mathematical analysis / 001A02E07 Ordinary differential equations

Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01I Stochastic analysis

Discipline
Mathematics
Origin
Inist-CNRS
Database
PASCAL
INIST identifier
14157600

Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS

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