Some inequalities for martingales and stochastic convolutions

DOI10.1080/07362998608809094zbMath0622.60066MaRDI QIDQ3759635

Akira Ichikawa

Publication date: 1986

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362998608809094

zbMATH Keywords

maximal inequalities; Hilbert space valued martingales and stochastic convolution integrals; smoothing property of the semigroup

Mathematics Subject Classification ID

60G44: Martingales with continuous parameter

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

Related Items

Periodic and almost periodic solutions for semilinear stochastic equations, Stochastic Convolutions Driven by Martingales: Maximal Inequalities and Exponential Integrability, 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, Stopped Doob inequality forp-th moment, 0 <p<∞, stochastic convolution integrals, A Note on Maximal Inequality for Stochastic Convolutions, Stochastic Retarded Evolution Equations: Green Operators, Convolutions, and Solutions, LOCAL WELL-POSEDNESS OF MUSIELA’S SPDE WITH LÉVY NOISE, A note on stochastic convolution

Cites Work

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• On a stopped Doob's inequality and general stochastic equations
• Stability of semilinear stochastic evolution equations
• Semimartingales: A course on stochastic processes
• 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
• A submartingale type inequality with applicatinos to stochastic evolution equations
• Some results on linear stochastic evolution equations in hilbert spaces by the semi–groups method