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Some moment inequalities for stochastic integrals and for solutions of stochastic differential equations. (English) Zbl 0166.13803


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[1] A. V. Skorohod,Studies in the theory of random processes, Addison-Wesley, (1965).
[2] E. B. Dynkin,Markov Processes, Springer (1965). · Zbl 0132.37901
[3] K. Itô,On a formula concerning stochastic differentials, Nagoya Math. J.3 (1951), 55–65. · Zbl 0045.07603
[4] E. Wong and M. Zakai,The oscillation of stochastic integrals, Z. Wahrscheinlichkeitstheorie verw. Geb.4 (1965), 103–112. · Zbl 0154.18603 · doi:10.1007/BF00536744
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