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

DOI10.1080/17442508708833463zbMATH Open0622.60065OpenAlexW2068117378MaRDI QIDQ3759634FDOQ3759634

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

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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)

Cites Work

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• The monotone follower problem in stochastic decision theory
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Cited In (25)

• On some regularity properties of solutions to stochastic evolution equations in Hilbert spaces
• A note on stochastic convolution
• Title not available (Why is that?)
• Continuity of Stochastic Convolutions
• Hilbert space regularity of the \((\alpha,d,1)\)-superprocess and its occupation time.
• Invariant measures for semilinear stochastic equations
• Convergence of solutions of one–dimensional stochastic heat equations¹
• Two results on continuity and boundedness of stochastic convolutions
• Maximal regularity for stochastic convolutions in \(L^p\) spaces
• Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise
• Adaptive boundary control of stochastic linear distributed parameter systems described by analytic semigroups
• The Heston stochastic volatility model in Hilbert space
• Gaussian measures on linear spaces
• A stochastic convolution integral inequality
• A Class of Affine Processes Arising as Fluctuation Limits of Super-Brownian Motion in a Super-Brownian Catalytic Medium
• Path properties of kernel generated two-time parameter Gaussian processes
• Maximal inequalities for stochastic convolutions and pathwise uniform convergence of time discretisation schemes
• Hölder continuity for spatial and path processes via spectral analysis
• Time irregularity of generalized Ornstein-Uhlenbeck processes
• Title not available (Why is that?)
• On the continuity of Ornstein-Uhlenbeck processes in infinite dimensions
• Deterministic and stochastic differential equations in infinite- dimensional spaces
• Time regularity for stochastic Volterra equations by the dilation theorem
• On exponential stability of mild solutions for some stochastic partial integrodifferential equations
• Regularity of solutions of linear stochastic equations in hilbert spaces

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