Some inequalities for martingales and stochastic convolutions
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Cites work
- A stopped Doob inequality for stochastic convolution integrals and stochastic evolution equations
- A submartingale type inequality with applicatinos to stochastic evolution equations
- An estimate of Burkholder type for stochastic processes defined by the stochastic integral
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- On a stopped Doob's inequality and general stochastic equations
- Semimartingales: A course on stochastic processes
- Some results on linear stochastic evolution equations in hilbert spaces by the semi–groups method
- Stability of semilinear stochastic evolution equations
Cited in
(42)- Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise
- Regular dependence on initial data for stochastic evolution equations with multiplicative Poisson noise
- Some inequalities for strong martingales
- Fuk's inequalities for stochastic fields of reversed martingales
- Strong solutions for a stochastic model of two-dimensional second grade fluids driven by Lévy noise
- A stochastic generalized Ginzburg-Landau equation driven by jump noise
- Large deviation principle for stochastic convective Brinkman-Forchheimer equations perturbed by pure jump noise
- Central limit theorem and moderate deviations for a class of semilinear stochastic partial differential equations
- Maximal inequalities for stochastic convolutions and pathwise uniform convergence of time discretisation schemes
- Well-posedness and asymptotic behavior of stochastic convective Brinkman-Forchheimer equations perturbed by pure jump noise
- Talagrand concentration inequalities for stochastic heat-type equations under uniform distance
- Averaging principle for stochastic real Ginzburg-Landau equation driven by \(\alpha\)-stable process
- Maximal inequalities for stochastic convolutions driven by compensated Poisson random measures in Banach spaces
- Schauder estimates for stochastic transport-diffusion equations with Lévy processes
- Stochastic control of tidal dynamics equation with Lévy noise
- Strong solutions for SPDE with locally monotone coefficients driven by Lévy noise
- Moderate deviations for stochastic reaction-diffusion equations with multiplicative noise
- 3D tamed Navier-Stokes equations driven by multiplicative Lévy noise: existence, uniqueness and large deviations
- Approximations of stochastic 3D tamed Navier-Stokes equations
- Stopped Doob inequality forp-th moment, 0 <p<∞, stochastic convolution integrals
- A maximal inequality for pth power of stochastic convolution integrals
- A Note on Maximal Inequality for Stochastic Convolutions
- A Kolmogorov-type theorem for stochastic fields
- Mild solutions of stochastic Navier-Stokes equation with jump noise in \(\mathbb{L}^p\)-spaces
- Stochastic Retarded Evolution Equations: Green Operators, Convolutions, and Solutions
- LOCAL WELL-POSEDNESS OF MUSIELA’S SPDE WITH LÉVY NOISE
- scientific article; zbMATH DE number 4024423 (Why is no real title available?)
- A note on stochastic convolution
- Conditional distributions, exchangeable particle systems, and stochastic partial differential equations
- Periodic and almost periodic solutions for semilinear stochastic equations
- On maximal inequalities for purely discontinuous martingales in infinite dimensions
- On exponential stability of mild solutions for some stochastic partial integrodifferential equations
- A stochastic convolution integral inequality
- Deterministic and stochastic equations of motion arising in Oldroyd fluids of order one: existence, uniqueness, exponential stability and invariant measures
- Maximal inequalities and exponential estimates for stochastic convolutions driven by Lévy-type processes in Banach spaces with application to stochastic quasi-geostrophic equations
- Approximation of the stochastic 2d hydrodynamical type systems driven by non-Gaussian Lévy noise
- Stochastic Convolutions Driven by Martingales: Maximal Inequalities and Exponential Integrability
- A stochastic Allen–Cahn–Navier–Stokes model with inertial effects driven by multiplicative noise of jump type
- Existence and uniqueness of solutions to backward 2D and 3D stochastic convective Brinkman-Forchheimer equations forced by Lévy noise
- Well-posedness and large deviations for 2D stochastic Navier-Stokes equations with jumps
- Maximal inequalities for stochastic convolutions in 2-smooth Banach spaces and applications to stochastic evolution equations
- On the stochastic Cahn-Hilliard-Navier-Stokes systems with surfactant and jump noise
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