Upper and Lower Bounds for Mean-square Stochastic Integrals
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Hamzeh Agahi * |
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Abstract: (4895 Views) |
Stochastic processes are very important in statistics and probability, where finding upper and lower bounds of mean-square stochastic integral has led to a basic problem. In this paper we show that for mean-square differentiable stochastic process, the convexity condition in previous well-known results can be replaced by weaker conditions. |
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Keywords: Stochastic Processes, Mean-Square Stochastic Integrals, Mean-Square Differentiable |
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Full-Text [PDF 156 kb]
(1305 Downloads)
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Type of Study: Research |
Subject:
Probability & Stochastic Processes Received: 2016/03/4 | Accepted: 2017/12/17 | Published: 2018/04/15
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