An estimate of Burkholder type for stochastic processes defined by the stochastic integral
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Cites work
- scientific article; zbMATH DE number 3828996 (Why is no real title available?)
- scientific article; zbMATH DE number 3780265 (Why is no real title available?)
- A stopped Doob inequality for stochastic convolution integrals and stochastic evolution equations
- Semilinear stochastic evolution equations: boundedness, stability and invariant measurest
Cited in
(31)- On the Dirichlet semigroup for Ornstein-Uhlenbeck operators in subsets of Hilbert spaces
- A stochastic filippov theorem
- Stochastic Convolutions Driven by Martingales: Maximal Inequalities and Exponential Integrability
- Some inequalities for martingales and stochastic convolutions
- A note on stochastic convolution
- Almost sure exponential stability for stochastic partial functional differential equations∗
- Existence and uniqueness of a mild solution to the stochastic heat equation with white and fractional noises
- A maximal inequality for pth power of stochastic convolution integrals
- Maximal inequalities and exponential estimates for stochastic convolutions driven by Lévy-type processes in Banach spaces with application to stochastic quasi-geostrophic equations
- Regularity analysis for stochastic partial differential equations with nonlinear multiplicative trace class noise
- Almost sure convergence of a semidiscrete Milstein scheme for SPDEs of Zakai type
- Carathéodory approximate solutions for a class of semilinear stochastic evolution equations with time delays
- A stochastic convolution integral inequality
- Nonlinear stochastic partial differential equations of hyperbolic type driven by Lévy-type noises
- On well-posedness of semilinear stochastic evolution equations on \(L_p\) spaces
- Maximal inequalities for stochastic convolutions and pathwise uniform convergence of time discretisation schemes
- Stability of infinite dimensional stochastic evolution equations with memory and Markovian jumps
- Mild solutions of local non-Lipschitz neutral stochastic functional evolution equations driven by jumps modulated by Markovian switching
- A note on single-step difference scheme for the solution of stochastic differential equation
- On stability for a class of semilinear stochastic evolution equations
- Exponential estimates for stochastic convolutions in 2-smooth Banach spaces
- Existence of Weak Solutions to Stochastic Evolution Inclusions
- Stochastic nonlinear wave equation with memory driven by compensated Poisson random measures
- Approximations to mild solutions of stochastic semilinear equations with non-Lipschitz coefficients
- The Dirichlet Problem for Stochastic Degenerate Parabolic-Hyperbolic Equations
- On exponential stability of mild solutions for some stochastic partial integrodifferential equations
- Periodic and almost periodic solutions for semilinear stochastic equations
- A boundary value problem for a class of anisotropic stochastic degenerate parabolic-hyperbolic equations
- A Note on Maximal Inequality for Stochastic Convolutions
- Stochastic Retarded Evolution Equations: Green Operators, Convolutions, and Solutions
- The strong trace property and the Neumann problem for stochastic conservation laws
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