A note on maximal inequality for stochastic convolutions

被引：51

作者：

Hausenblas, E

Seidler, J

机构：

[1] Salzburg Univ, Inst Math, A-5020 Salzburg, Austria

[2] Acad Sci Czech Republ, Inst Math, CR-11567 Prague 1, Czech Republic

来源：

CZECHOSLOVAK MATHEMATICAL JOURNAL | 2001年 / 51卷 / 04期

关键词：

infinite-dimensional Wiener process; stochastic convolution; maximal inequality;

D O I：

10.1023/A:1013717013421

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

Using unitary dilations we give a very simple proof of the maximal inequality for a stochastic convolution integral(0)(t) S(t - s)psi(s) dW(s) driven by a Wiener process W in a Hilbert space in the case when the semigroup S(t) is of contraction type.

引用

页码：785 / 790

页数：6

共 50 条

[1] A Note on Maximal Inequality for Stochastic Convolutions
Erika Hausenblas
Jan Seidler
Czechoslovak Mathematical Journal, 2001, 51 : 785 - 790
[2] A MAXIMAL INEQUALITY FOR STOCHASTIC CONVOLUTIONS IN 2-SMOOTH BANACH SPACES
Van Neerven, Jan
Zhu, Jiahui
ELECTRONIC COMMUNICATIONS IN PROBABILITY, 2011, 16 : 689 - 705
[3] A note on a maximal Bernstein inequality
Kevei, Peter
Mason, David M.
BERNOULLI, 2011, 17 (03) : 1054 - 1062
[4] Maximal regularity for stochastic convolutions driven by L,vy processes
Brzezniak, Zdzislaw
Hausenblas, Erika
PROBABILITY THEORY AND RELATED FIELDS, 2009, 145 (3-4) : 615 - 637
[5] Stochastic convolutions driven by martingales: Maximal inequalities and exponential integrability
Hausenblas, Erika
Seidler, Jan
STOCHASTIC ANALYSIS AND APPLICATIONS, 2008, 26 (01) : 98 - 119
[6] Sharp maximal inequality for stochastic integrals
Osekowski, Adam
PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY, 2008, 136 (08) : 2951 - 2958
[7] Maximal regularity for stochastic convolutions driven by Lévy processes
Zdzisław Brzeźniak
Erika Hausenblas
Probability Theory and Related Fields, 2009, 145 : 615 - 637
[8] A note on regularity property of stochastic convolutions for a class of functional differential equations
Liu, Kai
STOCHASTIC ANALYSIS AND APPLICATIONS, 2023, 41 (04) : 631 - 646
[9] Maximal inequalities for stochastic convolutions driven by compensated Poisson random measures in Banach spaces
Zhu, Jiahui
Brzezniak, Zdzislaw
Hausenblas, Erika
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2017, 53 (02): : 937 - 956
[10] MAXIMAL INEQUALITIES AND EXPONENTIAL ESTIMATES FOR STOCHASTIC CONVOLUTIONS DRIVEN BY LEVY-TYPE PROCESSES IN BANACH SPACES WITH APPLICATION TO STOCHASTIC QUASI-GEOSTROPHIC EQUATIONS
Zhu, Jiahui
Brzezniak, Zdzislaw
Liu, Wei
SIAM JOURNAL ON MATHEMATICAL ANALYSIS, 2019, 51 (03) : 2121 - 2167

← 1 2 3 4 5 →