A maximal inequality for stochastic convolution integrals on hilbert spaces and space-time regularity of linear stochastic partial differential equations

DOI10.1080/17442508708833463zbMath0622.60065OpenAlexW2068117378MaRDI QIDQ3759634

Peter M. Kotelenez

Publication date: 1987

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508708833463

zbMATH Keywords

cylindrical martingalecylindrical Wiener processanalytic semigroup on a complex separable Hilbert spacecontinuity properties of stochastic convolution integrals

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (16)

Hilbert space regularity of the \((\alpha,d,1)\)-superprocess and its occupation time. ⋮ Convergence of solutions of one–dimensional stochastic heat equations¹ ⋮ Deterministic and stochastic differential equations in infinite- dimensional spaces ⋮ Adaptive boundary control of stochastic linear distributed parameter systems described by analytic semigroups ⋮ A note on stochastic convolution ⋮ Gaussian measures on linear spaces ⋮ Invariant measures for semilinear stochastic equations ⋮ A stochastic convolution integral inequality ⋮ On exponential stability of mild solutions for some stochastic partial integrodifferential equations ⋮ Time irregularity of generalized Ornstein-Uhlenbeck processes ⋮ On the continuity of Ornstein-Uhlenbeck processes in infinite dimensions ⋮ Time regularity for stochastic Volterra equations by the dilation theorem ⋮ Path properties of kernel generated two-time parameter Gaussian processes ⋮ The Heston stochastic volatility model in Hilbert space ⋮ Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise ⋮ A Class of Affine Processes Arising as Fluctuation Limits of Super-Brownian Motion in a Super-Brownian Catalytic Medium

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