Some exponential moment inequalities for the Wiener functionals

DOI10.1006/JFAN.1996.0025zbMATH Open0851.60067OpenAlexW2056589781MaRDI QIDQ1911531FDOQ1911531

Authors: A. S. Üstünel 

Publication date: 28 April 1996

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: http://urn.nb.no/URN:NBN:no-47554

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zbMATH Keywords

Ornstein-Uhlenbeck operatorWiener functionalsexponential moments of Wiener functionals

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Cited In (7)

• Title not available (Why is that?)
• Measures induced on Wiener space by monotone shifts
• On the uniform integrability of the Radon-Nikodym densities for Wiener measure
• On Exponential Moments for Functionals Defined on the Loop Group
• Uniqueness in law for stochastic boundary value problems
• Conditional exponential moments for iterated Wiener integrals
• Exponential divergence estimates and heat kernel tail.

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