تقرير
Some new concentration inequalities for the It\^o stochastic integral
| العنوان: | Some new concentration inequalities for the It\^o stochastic integral |
|---|---|
| المؤلفون: | Dung, Nguyen Tien |
| سنة النشر: | 2023 |
| المجموعة: | Mathematics |
| مصطلحات موضوعية: | Mathematics - Probability, 60E15, 60H07 |
| الوصف: | In this paper, based on the techniques of Malliavin calculus, we provide some new concentration inequalities for the running supremum of the It\^o stochastic integral with unbounded integrands. Several applications and examples are provided as well. Comment: 17 pages. To appear in Bernoulli |
| نوع الوثيقة: | Working Paper |
| URL الوصول: | http://arxiv.org/abs/2310.18699 |
| رقم الأكسشن: | edsarx.2310.18699 |
| قاعدة البيانات: | arXiv |
| الوصف غير متاح. |