Random integration and inequality

Author: Yan Litian, Lu Ligang, Xu Zhiqiang
Publisher:
Publish Date: 2005-02-01
Features: This book discusses some inequalities in stochastic integrals, with a focus on stochastic inequalities, particularly those related to continuous processes. The book is divided into two parts: Part 1 introduces continuous martingales, continuous integrals, and stochastic differential equations; Part 2 presents inequalities discovered in continuous martingales and stochastic calculus in recent years, some of which are the authors' new research results. This book is suitable for senior undergraduate students, graduate students, and mathematicians engaged in stochastic analysis research in mathematics departments of higher education institutions.