Continuity properties of Hilbert space valued martingales

DOI10.1016/0304-4149(84)90314-4zbMath0541.60052OpenAlexW2054535963MaRDI QIDQ794341

Peter M. Kotelenez

Publication date: 1984

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(84)90314-4

zbMATH Keywords

Hölder continuity of Hilbert space valued martingalesmild solution of a stochastic evolution

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (4)

Linear parabolic differential equations as limits of space-time jump Markov processes ⋮ High density limit theorems for nonlinear chemical reactions with diffusion ⋮ Sample path properties of \(G\)-Brownian motion ⋮ Hilbert-valued anticipating stochastic differential equations

Cites Work

• Calcul stochastique et problèmes de martingales
• Infinite dimensional linear systems theory
• Local behaviour of hilbert space valued stochastic integrals and the continuity of mild solutions of stochastic evolution equations
• The Law of the Iterated Logarithm for Brownian Motion in a Banach Space
• The log log law for multidimensional stochastic integrals and diffusion processes
• On the path regularity of a stochastic process in a hilbert space, defined by the ito integral
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