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

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