A Note on Maximal Inequality for Stochastic Convolutions
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Publication:3151361
DOI10.1023/A:1013717013421zbMath1001.60065OpenAlexW97404105WikidataQ59225748 ScholiaQ59225748MaRDI QIDQ3151361
Publication date: 15 October 2002
Published in: Czechoslovak Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/30671
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Cites Work
- A note on nonlinear stochastic equations in Hilbert spaces
- An estimate of Burkholder type for stochastic processes defined by the stochastic integral
- A stopped Doob inequality for stochastic convolution integrals and stochastic evolution equations
- Some inequalities for martingales and stochastic convolutions
- Regularity of solutions of linear stochastic equations in hilbert spaces
- A submartingale type inequality with applicatinos to stochastic evolution equations
- A note on stochastic convolution
- Da Prato-Zabczyk's maximal inequality revisited. I.
- On stochastic convolution in banach spaces and applications
- EXPONENTIAL INTEGRABILITY OF STOCHASTIC CONVOLUTIONS
- Stochastic Equations in Infinite Dimensions
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