Some inequalities for martingales and stochastic convolutions
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Publication:3759635
DOI10.1080/07362998608809094zbMATH Open0622.60066OpenAlexW2060863476WikidataQ126242952 ScholiaQ126242952MaRDI QIDQ3759635FDOQ3759635
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
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Cites Work
- 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
- Stability of semilinear stochastic evolution equations
- On a stopped Doob's inequality and general stochastic equations
- Some results on linear stochastic evolution equations in hilbert spaces by the semi–groups method
- Title not available (Why is that?)
Cited In (38)
- Stochastic Convolutions Driven by Martingales: Maximal Inequalities and Exponential Integrability
- Deterministic and stochastic equations of motion arising in Oldroyd fluids of order one: existence, uniqueness, exponential stability and invariant measures
- A note on stochastic convolution
- Some inequalities for strong martingales
- LOCAL WELL-POSEDNESS OF MUSIELA’S SPDE WITH LÉVY NOISE
- Well-posedness and large deviations for 2D stochastic Navier-Stokes equations with jumps
- Title not available (Why is that?)
- 3D tamed Navier-Stokes equations driven by multiplicative Lévy noise: existence, uniqueness and large deviations
- Strong solutions for a stochastic model of two-dimensional second grade fluids driven by Lévy noise
- A maximal inequality for \(p\)th power of stochastic convolution integrals
- Approximations of stochastic 3D tamed Navier-Stokes equations
- Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise
- Talagrand concentration inequalities for stochastic heat-type equations under uniform distance
- Conditional distributions, exchangeable particle systems, and stochastic partial differential equations
- A stochastic convolution integral inequality
- Mild solutions of stochastic Navier‐Stokes equation with jump noise in ‐spaces
- Moderate deviations for stochastic reaction-diffusion equations with multiplicative 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
- Strong solutions for SPDE with locally monotone coefficients driven by Lévy noise
- Stopped Doob inequality forp-th moment, 0 <p<∞, stochastic convolution integrals
- Stochastic control of tidal dynamics equation with Lévy noise
- Averaging principle for stochastic real Ginzburg-Landau equation driven by \(\alpha\)-stable process
- Schauder estimates for stochastic transport-diffusion equations with Lévy processes
- Fuk's inequalities for stochastic fields of reversed martingales
- A stochastic generalized Ginzburg-Landau equation driven by jump noise
- Large deviation principle for stochastic convective Brinkman-Forchheimer equations perturbed by pure jump noise
- Approximation of the stochastic 2D hydrodynamical type systems driven by non-Gaussian Lévy noise
- On exponential stability of mild solutions for some stochastic partial integrodifferential equations
- Existence and uniqueness of solutions to backward 2D and 3D stochastic convective Brinkman-Forchheimer equations forced by Lévy noise
- Periodic and almost periodic solutions for semilinear stochastic equations
- Regular dependence on initial data for stochastic evolution equations with multiplicative Poisson noise
- A stochastic Allen–Cahn–Navier–Stokes model with inertial effects driven by multiplicative noise of jump type
- A Note on Maximal Inequality for Stochastic Convolutions
- Maximal Inequalities and Exponential Estimates for Stochastic Convolutions Driven by Lévy-type Processes in Banach Spaces with Application to Stochastic Quasi-Geostrophic Equations
- Stochastic Retarded Evolution Equations: Green Operators, Convolutions, and Solutions
- A Kolmogorov-type theorem for stochastic fields
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