تقرير
Some new concentration inequalities for the It\^o stochastic integral
العنوان: | Some new concentration inequalities for the It\^o stochastic integral |
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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. |