On a stopped Doob's inequality and general stochastic equations
From MaRDI portal
Publication:1136157
DOI10.1214/aop/1176994827zbMath0426.60059MaRDI QIDQ1136157
Michel Métivier, Jean Pellaumail
Publication date: 1980
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176994827
Related Items
Stochastic Convolutions Driven by Martingales: Maximal Inequalities and Exponential Integrability, Direct solution of a Riccati equation arising in stochastic control theory, A weak stochastic integral in Banach space with application to a linear stochastic differential equation, Robustness in the theory of nonlinear filtration, The martingale method: Introductory sketch and access to the literature, Vector valued stochastic processes. IV: Integral representation of linear operations on spaces of stochastic processes, Pricing used products for remanufacturing, Decomposability of cylindrical martingales and absolutely summing operators, Gronwall's lemma and stochastic equations for components of semimartingales, High density limit theorems for nonlinear chemical reactions with diffusion, Perturbations of Schrödinger semigroups generated by stochastic integrals, Risk measurement in semimartingale models with multiple consumption goods, On Volterra equations driven by semimartingales, Stability of strong solutions of stochastic differential equations, An abstract nonlinear stochastic integral equation, Stochastic partial differential equations in Hölder spaces, Stochastic partial differential equations in \(M\)-type 2 Banach spaces, Filtering for a signal given by a linear stochastic retarded differential equation, Integration by parts and quasi-invariance for heat kernel measures on loop groups, Extension of a stochastic integral with respect to cylindrical martingales, On a stochastic evolution equation, Analytic semimartingales and their boundary values, Stochastic wave equations with polynomial nonlinearity, On \(L^ p\) stochastic representations, Stopped Doob inequality forp-th moment, 0 <p<∞, stochastic convolution integrals, Unnamed Item, A stopped Doob inequality for stochastic convolution integrals and stochastic evolution equations, Brownian Representations of Cylindrical Local Martingales, Martingale Problem and Strong Markov Property of Weak Solutions of SPDEs in Banach Spaces, Itô and Stratonovich stochastic partial differential equations: Transition from microscopic to macroscopic equations, Some inequalities for martingales and stochastic convolutions, Unnamed Item, Weak and strong solutions of stochastic differential equations, Semimartingales and Markov processes
