Continuity properties of Hilbert space valued martingales (Q794341)

Necessary and sufficient conditions for Hölder continuity of Hilbert space valued martingales are given in terms of the associated quadratic variation. A corollary of this result is a readily verifiable sufficient condition for the sample path continuity of the mild solution of a stochastic evolution equation. Furthermore Levy's modulus of continuity and a generalized loglog law are obtained for a Hilbert space valued stochastic integral with a Wiener process integrator.