EXPONENTIAL INTEGRABILITY OF STOCHASTIC CONVOLUTIONS

DOI10.1112/S0024610702003745MaRDI QIDQ4467583zbMATH OpenOpenAlexFDO

Authors Jan Seidler, Takuya Sobukawa

Publication date 10 June 2004

Published in Journal of the London Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1112/s0024610702003745

zbMATH Keywords

exponential integrabilityextrapolation theoremHilbert space-valued Wiener processstochastic convolution

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cited in

(16)

• Exponentielle stochastique et intégrale multiplicative discontinues. (Discontinuous stochastic exponential and multiplicative integral)
• Global existence of a weak solution to 3d stochastic Navier-Stokes equations in an exterior domain
• Invariant measures for monotone SPDEs with multiplicative noise term
• Strong solutions to stochastic wave equations with values in Riemannian manifolds
• On extrapolation blowups in the \(l_{p}\) scale
• A Note on Maximal Inequality for Stochastic Convolutions
• scientific article; zbMATH DE number 404335 (Why is no real title available?)
• The existence and decay estimates of the solutions to 3D stochastic Navier-Stokes equations with additive noise in an exterior domain
• Exponential deficiency of convolutions of densities
• scientific article; zbMATH DE number 7608536 (Why is no real title available?)
• Second phase spinodal decomposition for the Cahn-Hilliard-Cook equation
• Stochastic Convolutions Driven by Martingales: Maximal Inequalities and Exponential Integrability
• High-dimensional estimation of quadratic variation based on penalized realized variance
• Log-Sobolev inequalities and hypercontractivity for Ornstein-Uhlenbeck evolution operators in infinite dimension
• Besicovitch almost automorphic solutions in finite-dimensional distributions to stochastic semilinear differential equations driven by both Brownian and fractional Brownian motions
• Second quantization and evolution operators in infinite dimension

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