Short Communications

Exponential inequalities for probability deviations of stochastic integrals over Gaussian integrable processes

A. A. Bystrov

Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk

Received: 01.09.2012
Revised: 13.04.2013

DOI: 10.4213/tvp4554

 English version: Theory of Probability and its Applications, 2015, 59:1, 128–136

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