A note on maximal inequality for stochastic convolutions

Title:

A note on maximal inequality for stochastic convolutions

Creator:

Hausenblas, Erika and Seidler, Jan

Identifier:

https://cdk.lib.cas.cz/client/handle/uuid:c2caa7b6-b49f-4d89-a947-b68a7e7e3148
uuid:c2caa7b6-b49f-4d89-a947-b68a7e7e3148

Subject:

infinite-dimensional Wiener process, stochastic convolution, and maximal inequality

Type:

model:article and TEXT

Format:

bez média and svazek

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.

Language:

English

Rights:

http://creativecommons.org/publicdomain/mark/1.0/
policy:public

Coverage:

785-790

Source:

Czechoslovak Mathematical Journal | 2001 Volume:51 | Number:4

Harvested from:

CDK

Metadata only:

false