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Start Over Creator Seidler, Jan

1. A note on maximal inequality for stochastic convolutions

Creator:
Hausenblas, Erika and Seidler, Jan
Format:
bez média and svazek
Type:
model:article and TEXT
Subject:
infinite-dimensional Wiener process, stochastic convolution, and maximal inequality
Language:
English
Description:
Using unitary dilations we give a very simple proof of the maximal inequality for a stochastic convolution \[ \int ^t_0 S(t-s)\psi (s)\mathrm{d}W(s) \] driven by a Wiener process $W$ in a Hilbert space in the case when the semigroup $S(t)$ is of contraction type.
Rights:
http://creativecommons.org/publicdomain/mark/1.0/ and policy:public

2. A note on weak solutions to stochastic differential equations

Creator:
Ondreját, Martin and Seidler, Jan
Format:
bez média and svazek
Type:
model:article and TEXT
Subject:
stochastic differential equations, continuous coefficients, and weak solutions
Language:
English
Description:
We revisit the proof of existence of weak solutions of stochastic differential equations with continuous coeficients. In standard proofs, the coefficients are approximated by more regular ones and it is necessary to prove that: i) the laws of solutions of approximating equations form a tight set of measures on the paths space, ii) its cluster points are laws of solutions of the limit equation. We aim at showing that both steps may be done in a particularly simple and elementary manner.
Rights:
http://creativecommons.org/publicdomain/mark/1.0/ and policy:public