UPPER AND LOWER BOUNDS FOR MEAN-SQUARE STOCHASTIC INTEGRALS

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AGAHI HAMZEH

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Journal Paper

Paper Information

Journal: JOURNAL OF STATISTICAL SCIENCES Year:2018 | Volume:11 | Issue:2 Page(s): 207-217

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Information Journal Paper

Title

UPPER AND LOWER BOUNDS FOR MEAN-SQUARE STOCHASTIC INTEGRALS

Author(s)

AGAHI HAMZEH | Issue Writer Certificate

Keywords

STOCHASTIC PROCESSESQ1

MEAN-SQUARE STOCHASTIC INTEGRALSQ1

MEAN-SQUARE DIFFERENTIABLEQ1

Abstract

STOCHASTIC PROCESSES are very important in statistics and probability, where finding upper and lower bounds of mean-square stochastic integral has led to a basic problem. In this paper we show that for MEAN-SQUARE DIFFERENTIABLE stochastic process, the convexity condition in previous well-known results can be replaced by weaker conditions.

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APA: Copy

AGAHI, HAMZEH. (2018). UPPER AND LOWER BOUNDS FOR MEAN-SQUARE STOCHASTIC INTEGRALS. JOURNAL OF STATISTICAL SCIENCES, 11(2 ), 207-217. SID. https://sid.ir/paper/124146/en

Vancouver: Copy

AGAHI HAMZEH. UPPER AND LOWER BOUNDS FOR MEAN-SQUARE STOCHASTIC INTEGRALS. JOURNAL OF STATISTICAL SCIENCES[Internet]. 2018;11(2 ):207-217. Available from: https://sid.ir/paper/124146/en

IEEE: Copy

HAMZEH AGAHI, “UPPER AND LOWER BOUNDS FOR MEAN-SQUARE STOCHASTIC INTEGRALS,” JOURNAL OF STATISTICAL SCIENCES, vol. 11, no. 2 , pp. 207–217, 2018, [Online]. Available: https://sid.ir/paper/124146/en

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