Hilbert-type integral inequalities form an essential class of inequalities in mathematical analysis that originate from the classical inequality introduced by David Hilbert. These inequalities have ...
SIAM Journal on Applied Mathematics contains research articles on mathematical methods and their applications in the physical, engineering, financial, and life sciences. Publisher Information "The ...
We study the small time path behavior of double stochastic integrals of the form $\int_{0}^{t} (\int_{0}^{r} b(u) dW(u))^{T} dW(r)$, where W is a d-dimensional Brownian motion and b is an integrable ...