Exponential tightness of a family of Skorohod integrals
Work
Year: 2022
Type: article
Abstract: Exponential tightness of a family of Skorohod integrals is studied in this paper. We first provide a counterexample to illustrate that in general the exponential tightness with speed ε similar to Itô ... more
Author Nhu N. Nguyen
Institution University of Connecticut
Cites: 12
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Related to: 10
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Subfield: Control and Systems Engineering
Field: Engineering
Domain: Physical Sciences
Open Access status: gold
APC paid (est): $675