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:: Volume 15, Issue 2 (3-2022) ::
JSS 2022, 15(2): 317-328 Back to browse issues page
New Bounds for Fractional Mean-Square Stochastic Integrals
Hamzeh Agahi *
Abstract:   (1977 Views)

This paper presents new bounds for the left and right fractional mean-square stochastic integrals based on convex stochastic processes. Then a range is proposed that includes a linear combination of the left and right fractional mean-square stochastic integrals. Finally, the previous results presented in this subject are improved.

Keywords: Stochastic Processes, Fractional Mean-Square Stochastic Integrals, Convex Stochastic Processes, Mean-square Continuous.
Full-Text [PDF 211 kb]   (1143 Downloads)    
Type of Study: Research | Subject: Probability & Stochastic Processes
Received: 2020/06/14 | Accepted: 2022/03/1 | Published: 2021/10/4
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Agahi H. New Bounds for Fractional Mean-Square Stochastic Integrals. JSS 2022; 15 (2) :317-328
URL: http://jss.irstat.ir/article-1-717-en.html


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Creative Commons License This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.
Volume 15, Issue 2 (3-2022) Back to browse issues page
مجله علوم آماری – نشریه علمی پژوهشی انجمن آمار ایران Journal of Statistical Sciences

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