Two results on continuity and boundedness of stochastic convolutions

DOI10.1016/j.anihpb.2005.06.003zbMath1106.60040OpenAlexW2052434703MaRDI QIDQ2433368

Michael B. Marcus, Jan Rosiński, Stanislaw Kwapien

Publication date: 27 October 2006

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_2006__42_5_553_0

zbMATH Keywords

Lévy processessemimartingalessample boundednesssample continuity

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Gaussian processes (60G15) Sample path properties (60G17) Stochastic integrals (60H05)

Related Items (8)

Maximal Inequalities for Fractional Lévy and Related Processes ⋮ Lévy driven moving averages and semimartingales ⋮ Regularity of Ornstein-Uhlenbeck processes driven by a Lévy white noise ⋮ On the conditional small ball property of multivariate Lévy-driven moving average processes ⋮ Forward rate models with linear volatilities ⋮ Small ball probabilities for stable convolutions ⋮ Properties of integrals with respect to a general stochastic measure in a stochastic heat equation ⋮ Non-Standard Skorokhod Convergence of Lévy-Driven Convolution Integrals in Hilbert Spaces

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