Abstract
We consider stochastic integrals with a parameter in the components. Inequalities for the functional norms of stochastic integrals are derived, generalizing the known inequalities of M. Emery [1] and P.-A. Meyer [2] to triples of spaces connected by the multiplication operation.
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Translated from Issledovaniya po Prikladnoi Matematike, Kazan', No. 14, pp. 134–143, 1987.
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Trofimov, E.I. Meyer-Emery inequalities for norms of stochastic integrals with a parameter. J Math Sci 50, 1877–1884 (1990). https://doi.org/10.1007/BF01097211
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DOI: https://doi.org/10.1007/BF01097211