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Teoriya Veroyatnostei i ee Primeneniya, 1973, Volume 18, Issue 1, Pages 56–65 (Mi tvp2680)  

This article is cited in 6 scientific papers (total in 6 papers)

Some estimates in the theory of stochastic integral

N. V. Krylov

Moscow
Full-text PDF (468 kB) Citations (6)
Abstract: In this paper, two estimates, (4) and (11), are proved. In (4), $x_t=\int_0^t\sigma_s\,d\xi_s+\int_0^tb_s\,ds$ here $\xi_s$ is an $n$-dimensional Wiener process, $b_s=k_s+\sigma_sh_s$, and $k_s$, $h_s$ satisfy the conditions a), б) ($dt=\det\sigma_t^2$). A particular case of (11) is (5).
Received: 28.05.1971
English version:
Theory of Probability and its Applications, 1973, Volume 18, Issue 1, Pages 54–63
DOI: https://doi.org/10.1137/1118004
Bibliographic databases:
Language: Russian
Citation: N. V. Krylov, “Some estimates in the theory of stochastic integral”, Teor. Veroyatnost. i Primenen., 18:1 (1973), 56–65; Theory Probab. Appl., 18:1 (1973), 54–63
Citation in format AMSBIB
\Bibitem{Kry73}
\by N.~V.~Krylov
\paper Some estimates in the theory of stochastic integral
\jour Teor. Veroyatnost. i Primenen.
\yr 1973
\vol 18
\issue 1
\pages 56--65
\mathnet{http://mi.mathnet.ru/tvp2680}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=310969}
\zmath{https://zbmath.org/?q=an:0284.60053}
\transl
\jour Theory Probab. Appl.
\yr 1973
\vol 18
\issue 1
\pages 54--63
\crossref{https://doi.org/10.1137/1118004}
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  • This publication is cited in the following 6 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
     
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