Sankhya: The Indian Journal of Statistics

1993, Volume 55, Series A, Pt. 1, 150-152

NOTES: MOMENT BOUNDS FOR SOME STOCHASTIC PROCESS

By

RATAN DASGUPTA, Indian Statistical Institute

 

SUMMARY. For a general class of stochastic processes including martingles a sharp moment bound is obtained.

AMS (1980) subject classification. 60G99

Key words and phrases. Limit theorem , Ornstein-Ulenback process

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