Some new concentration inequalities for the It\^o stochastic integral

Nguyen Tien Dung

REVIEW

Some new concentration inequalities for the It\^o stochastic integral

Not yet reviewed by Pith; the record is open.

Re-run · record.json Download PDF Read on arXiv ↗

This paper has not been read by Pith yet. Machine review is queued; the pith claim, tier, and objections will appear here once it completes.

SPECIMEN: schema-true, not a live event

T0 review · schema-true

One-sentence machine reading of the paper's core claim.

pith:XXXXXXXX · record.json · timestamp

arxiv 2310.18699 v2 pith:DROX54DC submitted 2023-10-28 math.PR

Nguyen Tien Dung This is my paper · ORCID

classification math.PR

keywords concentrationinequalitiesintegralsomestochasticapplicationscalculusexamples

verification ladder T0 review T1 audit T2 compute T3 formal

0 comments

read the original abstract

In this paper, based on the techniques of Malliavin calculus, we provide some new concentration inequalities for the running supremum of the It\^o stochastic integral with unbounded integrands. Several applications and examples are provided as well.

Discussion (0). Continue with ORCID to comment.

Pith tools