Convex comparison inequalities for non-Markovian stochastic integrals

Author： Breton Jean-Christophe   Laquerrière Benjamin   Privault Nicolas  

Publisher： Taylor & Francis Ltd

ISSN： 1744-2508

Source： Stochastics: An International Journal of Probability and Stochastic Processes, Vol.85, Iss.5, 2013-10, pp. : 789-806

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