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Martingale identities and inequalities and their applications in nonlinear boundary-value problems for random processes

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Authors and Affiliations

  1. V. A. Steklov Institute of Mathematics, Academy of Sciences of the USSR, USSR

    A. A. Novikov

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  1. A. A. Novikov
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Translated from Matematicheskie Zametki, Vol. 35, No. 3, pp. 455–471, March, 1984.

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Novikov, A.A. Martingale identities and inequalities and their applications in nonlinear boundary-value problems for random processes. Mathematical Notes of the Academy of Sciences of the USSR 35, 241–249 (1984). https://doi.org/10.1007/BF01139924

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