A submartingale type inequality with applicatinos to stochastic evolution equations
From MaRDI portal
Publication:3959219
DOI10.1080/17442508208833233zbMath0495.60066OpenAlexW2006482829MaRDI QIDQ3959219
Publication date: 1982
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508208833233
Sample path properties (60G17) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)
Related Items (48)
Linear parabolic differential equations as limits of space-time jump Markov processes ⋮ Convergence of solutions of one–dimensional stochastic heat equations1 ⋮ *-solutions of evolution equations in Hilbert space ⋮ A maximal inequality for \(p\)th power of stochastic convolution integrals ⋮ Stochastic partial differential equations in \(M\)-type 2 Banach spaces ⋮ Upper bounds on the rate of convergence of truncated stochastic infinite-dimensional differential systems with \(H\)-regular noise ⋮ Stochastic reaction-diffusion equations driven by jump processes ⋮ Maximal inequalities for stochastic convolutions and pathwise uniform convergence of time discretisation schemes ⋮ Some properties of mild solutions of delay stochastic evolution equations ⋮ A note on stochastic convolution ⋮ Quadratic Control for Stochastic Systems Defined by Evolution Operators and Square Integrable Martingales ⋮ An extension of the Wong-Zakai theorem for stochastic evolution equations in Hilbert spaces ⋮ Existence and uniqueness of solutions of semilinear stochastic infinite-dimensional differential systems with \(H\)-regular noise ⋮ Some inequalities for martingales and stochastic convolutions ⋮ Schauder estimates for stochastic transport-diffusion equations with Lévy processes ⋮ Some refinements of existence results for SPDEs driven by Wiener processes and Poisson random measures ⋮ An \(L _{2}\)-theory for a class of SPDEs driven by Lévy processes ⋮ Functional central limit theorem for Brownian particles in domains with Robin boundary condition ⋮ Time regularity of stochastic convolutions and stochastic evolution equations in duals of nuclear spaces ⋮ The Dirichlet Problem for Stochastic Degenerate Parabolic-Hyperbolic Equations ⋮ A boundary value problem for a class of anisotropic stochastic degenerate parabolic-hyperbolic equations ⋮ On stochastic evolution equations driven by continuous semimartingales ⋮ Regularity analysis for stochastic partial differential equations with nonlinear multiplicative trace class noise ⋮ Existence of Lévy term structure models ⋮ Itô's formula in UMD Banach spaces and regularity of solutions of the Zakai equation ⋮ A MARKOV JUMP PROCESS APPROXIMATION OF THE STOCHASTIC BURGERS EQUATION ⋮ On exponential stability of mild solutions for some stochastic partial integrodifferential equations ⋮ Semilinear stochastic evolution equations: boundedness, stability and invariant measurest ⋮ Stopped Doob inequality forp-th moment, 0 <p<∞, stochastic convolution integrals ⋮ LOCAL WELL-POSEDNESS OF MUSIELA’S SPDE WITH LÉVY NOISE ⋮ Regularity and convergence of stochastic convolutions in duals of nuclear Fréchet spaces ⋮ Parameter identification in infinte dimensional linear systems ⋮ Scaling limits of interacting diffusions in domains ⋮ An approach to Ito linear equations in Hilbert spaces by approximation of white noise with coloured noise ⋮ On the Dirichlet semigroup for Ornstein-Uhlenbeck operators in subsets of Hilbert spaces ⋮ A note on stochastic integrals as \(L^{2}\)-curves ⋮ A stopped Doob inequality for stochastic convolution integrals and stochastic evolution equations ⋮ Optimal control for semilinear evolution equations ⋮ Stochastic Convolutions Driven by Martingales: Maximal Inequalities and Exponential Integrability ⋮ On a stochastic evolution equation ⋮ Stochastic bilinear spectral systems† ⋮ Path properties of the solution to the stochastic heat equation with Lévy noise ⋮ Nonlinear stochastic differential equations in infinite dimensions ⋮ Regular dependence on initial data for stochastic evolution equations with multiplicative Poisson noise ⋮ On abstract stochastic differential equation in hilbert spaces with dissipative drift ⋮ Some results on linear stochastic evolution equations in hilbert spaces by the semi–groups method ⋮ The strong trace property and the Neumann problem for stochastic conservation laws ⋮ A Note on Maximal Inequality for Stochastic Convolutions
Cites Work
This page was built for publication: A submartingale type inequality with applicatinos to stochastic evolution equations