| Title:
|
A note on maximal inequality for stochastic convolutions (English) |
| Author:
|
Hausenblas, Erika |
| Author:
|
Seidler, Jan |
| Language:
|
English |
| Journal:
|
Czechoslovak Mathematical Journal |
| ISSN:
|
0011-4642 (print) |
| ISSN:
|
1572-9141 (online) |
| Volume:
|
51 |
| Issue:
|
4 |
| Year:
|
2001 |
| Pages:
|
785-790 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
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. (English) |
| Keyword:
|
infinite-dimensional Wiener process |
| Keyword:
|
stochastic convolution |
| Keyword:
|
maximal inequality |
| MSC:
|
60H05 |
| MSC:
|
60H15 |
| idZBL:
|
Zbl 1001.60065 |
| idMR:
|
MR1864042 |
| . |
| Date available:
|
2009-09-24T10:47:13Z |
| Last updated:
|
2020-07-03 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/127686 |
| . |
| Reference:
|
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| Reference:
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| Reference:
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| Reference:
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