Some new concentration inequalities for the It\^o stochastic integral
arXiv (Cornell University)（2023）
摘要
In this paper, based on the techniques of Malliavin calculus, we provide some new concentration inequalities for the running supremum of It\^o stochastic integral with unbounded integrands. Several applications and examples are provided as well.
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关键词
new concentration inequalities,stochastic
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