A Kolmogorov-type theorem for stochastic fields (Q3383682)

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Language	Label	Description	Also known as
English	A Kolmogorov-type theorem for stochastic fields	scientific article

Statements

scholarly article

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A Kolmogorov-type theorem for stochastic fields (English)

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Stochastic Analysis and Applications

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publication date

16 December 2021

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full work available at URL

https://arxiv.org/abs/1911.05868

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zbMATH Keywords

Kolmogorov continuity theorem

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nonlocal stochastic parabolic equations

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MaRDI profile type

MaRDI publication profile

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Introduction to stochastic integration.

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Conditions for sample-continuity and the central limit theorem

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Sample-continuity of square-integrable processes

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Properties of Sample Functions for Stochastic Processes and Embedding Theorems

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Sample path properties of stochastic processes

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Lévy Processes and Stochastic Calculus

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Parabolic SPDEs driven by Poisson white noise

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Maximal Inequalities and Exponential Estimates for Stochastic Convolutions Driven by Lévy-type Processes in Banach Spaces with Application to Stochastic Quasi-Geostrophic Equations

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A stopped Doob inequality for stochastic convolution integrals and stochastic evolution equations

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Stopped Doob inequality for<i>p</i>-th moment, 0 <<i>p</i><∞, stochastic convolution integrals

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Some inequalities for martingales and stochastic convolutions

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Maximal regularity for stochastic convolutions driven by Lévy processes

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Poisson stochastic integration in Banach spaces

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Maximal inequalities of the Itô integral with respect to Poisson random measures or Lévy processes on Banach spaces

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Stochastic Convolutions Driven by Martingales: Maximal Inequalities and Exponential Integrability

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On the maximal inequalities of Burkholder, Davis and Gundy

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Schauder estimates for stochastic transport-diffusion equations with Lévy processes

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An \(L_p\)-theory for stochastic partial differential equations driven by Lévy processes with pseudo-differential operators of arbitrary order

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An \(L_p\)-theory of a class of stochastic equations with the random fractional Laplacian driven by Lévy processes

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BMO and Morrey-Campanato estimates for stochastic convolutions and Schauder estimates for stochastic parabolic equations

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Regular dependence on initial data for stochastic evolution equations with multiplicative Poisson noise

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Identifiers

zbMATH Open document ID

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10.1080/07362994.2020.1862676

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:3383682

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