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Showing 2 results for Mean-Square Stochastic Integrals
Hamzeh Agahi, Volume 11, Issue 2 (3-2018)
Abstract
Stochastic processes are very important in statistics and probability, where finding upper and lower bounds of mean-square stochastic integral has led to a basic problem. In this paper we show that for mean-square differentiable stochastic process, the convexity condition in previous well-known results can be replaced by weaker conditions.
Hamzeh Agahi, Volume 15, Issue 2 (3-2022)
Abstract
This paper presents new bounds for the left and right fractional mean-square stochastic integrals based on convex stochastic processes. Then a range is proposed that includes a linear combination of the left and right fractional mean-square stochastic integrals. Finally, the previous results presented in this subject are improved.
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