Some inequalities for martingales and stochastic convolutions
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Publication:3759635
DOI10.1080/07362998608809094zbMath0622.60066OpenAlexW2060863476WikidataQ126242952 ScholiaQ126242952MaRDI QIDQ3759635
Publication date: 1986
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362998608809094
maximal inequalitiesHilbert space valued martingales and stochastic convolution integralssmoothing property of the semigroup
Martingales with continuous parameter (60G44) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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Cites Work
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- On a stopped Doob's inequality and general stochastic equations
- Stability of semilinear stochastic evolution equations
- Semimartingales: A course on stochastic processes
- An estimate of Burkholder type for stochastic processes defined by the stochastic integral
- A stopped Doob inequality for stochastic convolution integrals and stochastic evolution equations
- A submartingale type inequality with applicatinos to stochastic evolution equations
- Some results on linear stochastic evolution equations in hilbert spaces by the semi–groups method
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