Sankhya: The Indian Journal of Statistics1993, Volume 55, Series A, Pt. 1, 150-152
NOTES: MOMENT BOUNDS FOR SOME STOCHASTIC PROCESS
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
This article in Mathematical Reviews.