Some exponential moment inequalities for the Wiener functionals

DOI10.1006/JFAN.1996.0025MaRDI QIDQ1911531zbMATH OpenOpenAlexFDO

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

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)

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Cited in

(7)

• scientific article; zbMATH DE number 152118 (Why is no real title available?)
• 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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