We propose an algebraic method for proving estimates on moments of stochastic integrals. The method uses qualitative properties of roots of algebraic polynomials from certain general classes. As an application, we give a new proof of a variation of the Burkholder--Davis--Gundy inequality for the case of stochastic integrals with respect to real locally square integrable martingales. Further possible applications and extensions of the method are outlined
AbstractLet {Xt} be a continuous square integrable martingale. Denote its increasing (natural) proce...
A general method for obtaining moment inequalities for functions of independent random variables is ...
In this paper, we shall introduce the stochastic integral of a stochastic process with respect to se...
We propose an algebraic method for proving estimates on moments of stochastic integrals. The method ...
Abstract:We propose a new proof of the following variation of the Burkholder-Davis-Gundy inequality....
We prove sharp maximal inequalities for (Formula presented.) -valued stochastic integrals with respe...
AbstractWe prove that all W∞-continuous martingales can be represented as stochastic integrals of sm...
AbstractLet M = {Mz, z ϵ R2+} be a two-parameter strong martingale, A be a two-parameter increasing ...
AbstractIn 1951, P. Lévy represented the Euler and Bernoulli numbers in terms of the moments of Lévy...
In statistics of stochastic processes and random fields, a moment function or a cumulant of an estim...
We propose a method to calculate lower and upper bounds of some exponential multivariate integrals u...
Moment inequalities for locally square integrable martingales are considered. The growth rates of th...
This note proves the existence of a solution to a certain martingale problem and relates the martin-...
AbstractIn this paper, we shall firstly illustrate why we should consider integral of a stochastic p...
The doctoral dissertation deals with additive functions defined on combinatorial structures. The pro...
AbstractLet {Xt} be a continuous square integrable martingale. Denote its increasing (natural) proce...
A general method for obtaining moment inequalities for functions of independent random variables is ...
In this paper, we shall introduce the stochastic integral of a stochastic process with respect to se...
We propose an algebraic method for proving estimates on moments of stochastic integrals. The method ...
Abstract:We propose a new proof of the following variation of the Burkholder-Davis-Gundy inequality....
We prove sharp maximal inequalities for (Formula presented.) -valued stochastic integrals with respe...
AbstractWe prove that all W∞-continuous martingales can be represented as stochastic integrals of sm...
AbstractLet M = {Mz, z ϵ R2+} be a two-parameter strong martingale, A be a two-parameter increasing ...
AbstractIn 1951, P. Lévy represented the Euler and Bernoulli numbers in terms of the moments of Lévy...
In statistics of stochastic processes and random fields, a moment function or a cumulant of an estim...
We propose a method to calculate lower and upper bounds of some exponential multivariate integrals u...
Moment inequalities for locally square integrable martingales are considered. The growth rates of th...
This note proves the existence of a solution to a certain martingale problem and relates the martin-...
AbstractIn this paper, we shall firstly illustrate why we should consider integral of a stochastic p...
The doctoral dissertation deals with additive functions defined on combinatorial structures. The pro...
AbstractLet {Xt} be a continuous square integrable martingale. Denote its increasing (natural) proce...
A general method for obtaining moment inequalities for functions of independent random variables is ...
In this paper, we shall introduce the stochastic integral of a stochastic process with respect to se...
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