Journal of the Korean Mathematical Society (대한수학회지)
- Volume 35 Issue 3
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- Pages.713-725
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- 1998
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- 0304-9914(pISSN)
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- 2234-3008(eISSN)
A SHARP BOUND FOR ITO PROCESSES
Abstract
Let X and Y be Ito processes with dX
Keywords
- Ito process;
- ${\alpha}$-subordinate;
- Ito′s formula;
- Doob′s optional sampling theorem;
- stopping time;
- martingale;
- submartingale;
- Brownian motion;
- exit time;
- strong Markov property