Estimates on moments of the solutions to stochastic differential equations with respect to martingales in the plane

Stochastic Processes and their Applications

Volumn 62, Issue 2, 1996, Pages 263-276

  Liang, Zong Xia ^a   Zheng, Ming Li ^a  

^a HUAZHONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

Author keywords

Gronwall's inequality; Two parameter Ito's formula; Two parameter stochastic differential equation; Two parameter strong martingale

Indexed keywords

EID: 0030186933     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-4149(96)00057-9     Document Type: Article

References (10)

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