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Teoriya Veroyatnostei i ee Primeneniya, 2014, Volume 59, Issue 1, Pages 150–159
DOI: https://doi.org/10.4213/tvp4554
(Mi tvp4554)
 

Short Communications

Exponential inequalities for probability deviations of stochastic integrals over Gaussian integrable processes

A. A. Bystrov

Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk
References:
Received: 01.09.2012
Revised: 13.04.2013
English version:
Theory of Probability and its Applications, 2015, Volume 59, Issue 1, Pages 128–136
DOI: https://doi.org/10.1137/S0040585X97986953
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: A. A. Bystrov, “Exponential inequalities for probability deviations of stochastic integrals over Gaussian integrable processes”, Teor. Veroyatnost. i Primenen., 59:1 (2014), 150–159; Theory Probab. Appl., 59:1 (2015), 128–136
Citation in format AMSBIB
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  • https://www.mathnet.ru/eng/tvp/v59/i1/p150
  • Citing articles in Google Scholar: Russian citations, English citations
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    Теория вероятностей и ее применения Theory of Probability and its Applications
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