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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 85, 2013 - Issue 5
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Original Articles

Convex comparison inequalities for non-Markovian stochastic integrals

Jean-Christophe Breton UMR 6625 CNRS Institut de Recherche Mathématique de Rennes (IRMAR), Université de Rennes 1, Campus de Beaulieu, 35042, Rennes Cedex, France
,
Benjamin Laquerrière Laboratoire Analyse, Géométrie & Applications, UMR 7539, Institut Galilée, Université Paris 13, 99 Avenue J.B. Clément, 93430, Villetaneuse, France
&
Nicolas Privault Division of Mathematical Sciences, School of Physical and Mathematical Sciences, Nanyang Technological University, SPMS-MAS, 21 Nanyang Link, Singapore, 637371, SingaporeCorrespondence[email protected]
Pages 789-806 | Received 20 Jul 2011, Accepted 18 Jan 2012, Published online: 15 Mar 2012

Citations (2)

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Read on this site (1)

Aldéric Joulin & Solym Mawaki Manou-Abi. (2015) A note on convex ordering for stable stochastic integrals. Stochastics 87:4, pages 592-603.
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Articles from other publishers (1)

Jean-Christophe Breton & Nicolas Privault. (2020) Wasserstein Distance Estimates for Stochastic Integrals by Forward-Backward Stochastic Calculus. Potential Analysis 56:1, pages 1-20.
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