On Some Inequalities of Local times of Iterated Stochastic Integrals
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چکیده
Let X = (Xt,Ft)t≥0 be a continuous local martingale with quadratic variation process 〈X〉 and X0 = 0. Define iterated stochastic integrals In(X) = (In(t, X),Ft) (n ≥ 0), inductively by
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تاریخ انتشار 2002