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Mathematics of the USSR-Izvestiya, 1974, Volume 8, Issue 1, Pages 233–254
DOI: https://doi.org/10.1070/IM1974v008n01ABEH002103 (Mi im1899) 		 
This article is cited in 23 scientific papers (total in 23 papers)

Some estimates of the probability density of a stochastic integral

N. V. Krylov
English version PDF (705 kB) Citations (23) Russian version article
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DOI: https://doi.org/10.1070/IM1974v008n01ABEH002103
Abstract: Estimates in $L_p$ are derived for probability densities of stochastic integrals. An example is presented which shows that for some values of $p$ such estimates are not attainable. The method of proving these estimates is based on a study of Bellman's nonlinear equations and the properties of $\lambda$-convex functions.
Received: 26.12.1972
Bibliographic databases:
UDC: 519.2
MSC: Primary 60H05; Secondary 60E05, 60H20, 60J25, 26A51
Language: English
Original paper language: Russian
Citation: N. V. Krylov, “Some estimates of the probability density of a stochastic integral”, Math. USSR-Izv., 8:1 (1974), 233–254
Citation in format AMSBIB
\Bibitem{Kry74}
\by N.~V.~Krylov
\paper Some estimates of the probability density of a~stochastic integral
\jour Math. USSR-Izv.
\yr 1974
\vol 8
\issue 1
\pages 233--254
\mathnet{http://mi.mathnet.ru//eng/im1899}
\crossref{https://doi.org/10.1070/IM1974v008n01ABEH002103}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=345206}
\zmath{https://zbmath.org/?q=an:0293.60049}
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    • This publication is cited in the following 23 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Известия Академии наук СССР. Серия математическая Izvestiya: Mathematics
     
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