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Burkholder–Davis–Gundy inequalities
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Moments of stochastic integrals
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Langovoy, Mikhail
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Statistics & Probability Letters
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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 …
Persistent link: https://www.econbiz.de/10010576132
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