Maximal inequalities and space-time regularity of stochastic convolutions

Szymon Peszat; Jan Seidler

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Displaying similar documents to “Maximal inequalities and space-time regularity of stochastic convolutions”

Stability in stochastic programming -- The case of unknown location parameter

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Milan Tvrdý (1998)

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n this paper we investigate systems of linear integral equations in the space $𝔾_{L}^{n}$ of $n$ -vector valued functions which are regulated on the closed interval $[0, 1]$ (i.e. such that can have only discontinuities of the first kind in $[0, 1]$ ) and left-continuous in the corresponding open interval $(0, 1) .$ In particular, we are interested in systems of the form x(t) - A(t)x(0) - 01B(t,s)[d x(s)] = f(t), where $f \in 𝔾_{L}^{n}$ , the columns of the $n \times n$ -matrix valued function $A$ belong to $𝔾_{L}^{n}$ , the entries of $B (t, .)$ have a bounded variation...

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