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.
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页码：785 / 790
页数：6
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