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  • Search: subject:"Moments of stochastic integrals"
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Burkholder–Davis–Gundy inequalities 1 Moments of stochastic integrals 1 Polynomial 1 Stochastic integral 1 Stochastic processes 1
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Langovoy, Mikhail 1
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Statistics & Probability Letters 1
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Algebraic polynomials and moments of stochastic integrals
Langovoy, Mikhail - In: Statistics & Probability Letters 81 (2011) 6, pp. 627-631
We propose an algebraic method for proving estimates on moments of stochastic integrals. The method uses qualitative …
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