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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
Received: 01.09.2012 Revised: 13.04.2013
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
Linking options:
https://www.mathnet.ru/eng/tvp4554https://doi.org/10.4213/tvp4554 https://www.mathnet.ru/eng/tvp/v59/i1/p150
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Abstract page: | 426 | Full-text PDF : | 224 | References: | 67 | First page: | 1 |
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