On Emery´s inequality and a variation-of-constants formula

by    M. Reiß, M. Riedle, O. van Gaans

Preprint series: 05-10, Reports on Stochastics and Statistics

60H20 Stochastic integral equations
60G48 Generalizations of martingales
34K50 Stochastic delay equations [See also 34F05, 60Hxx]
Keywords: Emery´s inequality, functional Lipschitz coefficient, linear drift, semimartingale, stochastic delay differential equation, variation-of-constants formula

Upload: 2005-08-20

Update: 2005-08-20

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