A note on maximal estimates for stochastic convolutions

Mark Veraar; Lutz Weis

Czechoslovak Mathematical Journal (2011)

  • Volume: 61, Issue: 3, page 743-758
  • ISSN: 0011-4642

Abstract

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In stochastic partial differential equations it is important to have pathwise regularity properties of stochastic convolutions. In this note we present a new sufficient condition for the pathwise continuity of stochastic convolutions in Banach spaces.

How to cite

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Veraar, Mark, and Weis, Lutz. "A note on maximal estimates for stochastic convolutions." Czechoslovak Mathematical Journal 61.3 (2011): 743-758. <http://eudml.org/doc/196573>.

@article{Veraar2011,
abstract = {In stochastic partial differential equations it is important to have pathwise regularity properties of stochastic convolutions. In this note we present a new sufficient condition for the pathwise continuity of stochastic convolutions in Banach spaces.},
author = {Veraar, Mark, Weis, Lutz},
journal = {Czechoslovak Mathematical Journal},
keywords = {stochastic convolutions; maximal inequalities; path-continuity; stochastic partial differential equations; $H^\infty $-calculus; $\gamma $-radonifying operators; exponential tail estimates; stochastic convolution; tail estimate; maximal inequality; path-continuity; stochastic partial differential equation; -calculus},
language = {eng},
number = {3},
pages = {743-758},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {A note on maximal estimates for stochastic convolutions},
url = {http://eudml.org/doc/196573},
volume = {61},
year = {2011},
}

TY - JOUR
AU - Veraar, Mark
AU - Weis, Lutz
TI - A note on maximal estimates for stochastic convolutions
JO - Czechoslovak Mathematical Journal
PY - 2011
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 61
IS - 3
SP - 743
EP - 758
AB - In stochastic partial differential equations it is important to have pathwise regularity properties of stochastic convolutions. In this note we present a new sufficient condition for the pathwise continuity of stochastic convolutions in Banach spaces.
LA - eng
KW - stochastic convolutions; maximal inequalities; path-continuity; stochastic partial differential equations; $H^\infty $-calculus; $\gamma $-radonifying operators; exponential tail estimates; stochastic convolution; tail estimate; maximal inequality; path-continuity; stochastic partial differential equation; -calculus
UR - http://eudml.org/doc/196573
ER -

References

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