The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

Displaying similar documents to “A note on maximal estimates for stochastic convolutions”

Maximal regularity for stochastic convolutions in L p spaces

Giuseppe Da Prato, Alessandra Lunardi (1998)

Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni

Similarity:

We prove an optimal L p regularity result for stochastic convolutions in certain Banach spaces. It is stated in terms of real interpolation spaces.

A note on maximal inequality for stochastic convolutions

Erika Hausenblas, Jan Seidler (2001)

Czechoslovak Mathematical Journal

Similarity:

Using unitary dilations we give a very simple proof of the maximal inequality for a stochastic convolution ∫ 0 t S ( t - s ) ψ ( s ) 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.

Space-time continuous solutions to SPDE's driven by a homogeneous Wiener process

Zdzisław Brzeźniak, Szymon Peszat (1999)

Studia Mathematica

Similarity:

Stochastic partial differential equations on ℝ d are considered. The noise is supposed to be a spatially homogeneous Wiener process. Using the theory of stochastic integration in Banach spaces we show the existence of a Markovian solution in a certain weighted L q -space. Then we obtain the existence of a space continuous solution by means of the Da Prato, Kwapień and Zabczyk factorization identity for stochastic convolutions.