Kunita–Watanabe inequality
id:
kunita-watanabe-inequality-193-10894169
title:
Kunita–Watanabe inequality
text:
In stochastic calculus, the Kunita–Watanabe inequality is a generalization of the Cauchy–Schwarz inequality to integrals of stochastic processes.
It was first obtained by Hiroshi Kunita and Shinzo Watanabe and plays a fundamental role in their extension of Ito's stochastic integral to square-integrable martingales.
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wiki
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encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Kunita%E2%80%93Watanabe_inequality
date created:
date modified:
2023-04-03T09:01:06Z
main entity:
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13
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13