Some moment inequalities for stochastic integrals and for solutions of stochastic differential equations |
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Authors: | Moshe Zakai |
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Affiliation: | (1) Faculty of Electrical Engineering, Technion—Israel Institute of Technology, Haifa |
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Abstract: | Some inequalities concerning the Itô stochastic integral and solutions of stochastic different equations are obtained. |
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Keywords: | |
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