Some inequalities for martingales and stochastic convolutions

DOI10.1080/07362998608809094zbMath0622.60066MaRDI QIDQ3759635

Akira Ichikawa

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

zbMATH Keywords

maximal inequalities; Hilbert space valued martingales and stochastic convolution integrals; smoothing property of the semigroup

Mathematics Subject Classification ID

60G44: Martingales with continuous parameter

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

Related Items

Periodic and almost periodic solutions for semilinear stochastic equations, Stochastic Convolutions Driven by Martingales: Maximal Inequalities and Exponential Integrability, Conditional distributions, exchangeable particle systems, and stochastic partial differential equations, Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise, Regular dependence on initial data for stochastic evolution equations with multiplicative Poisson noise, Strong solutions for SPDE with locally monotone coefficients driven by Lévy noise, Moderate deviations for stochastic reaction-diffusion equations with multiplicative noise, Stopped Doob inequality forp-th moment, 0 <p<∞, stochastic convolution integrals, A Note on Maximal Inequality for Stochastic Convolutions, Stochastic Retarded Evolution Equations: Green Operators, Convolutions, and Solutions, LOCAL WELL-POSEDNESS OF MUSIELA’S SPDE WITH LÉVY NOISE, A note on stochastic convolution

Cites Work

• Unnamed Item
• 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