Continuity properties of Hilbert space valued martingales

DOI10.1016/0304-4149(84)90314-4zbMATH Open0541.60052OpenAlexW2054535963MaRDI QIDQ794341FDOQ794341

Authors: Peter M. Kotelenez 

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1016/0304-4149(84)90314-4

Recommendations

• scientific article; zbMATH DE number 3872403
• scientific article; zbMATH DE number 822201
• Equivalent conditions for the tightness of a sequence of continuous Hilbert valued martingales
• A weak invariance principle for Hilbert space valued martingales
• scientific article; zbMATH DE number 176893
• The Martingale problem in Hilbert spaces
• Continuous properties of \(g\)-martingales
• Remarks on Hilbert-space-valued multimartingale measures
• scientific article; zbMATH DE number 4054725

zbMATH Keywords

[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=H%EF%BF%BD%EF%BF%BDlder+continuity+of+Hilbert+space+valued+martingales&go=Go H��lder continuity of Hilbert space valued martingales]mild solution of a stochastic evolution

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

Cites Work

• Title not available (Why is that?)
• Infinite dimensional linear systems theory
• Title not available (Why is that?)
• Calcul stochastique et problèmes de martingales
• Title not available (Why is that?)
• Title not available (Why is that?)
• On the path regularity of a stochastic process in a hilbert space, defined by the ito integral
• Title not available (Why is that?)
• The Law of the Iterated Logarithm for Brownian Motion in a Banach Space
• Title not available (Why is that?)
• Local behaviour of hilbert space valued stochastic integrals and the continuity of mild solutions of stochastic evolution equations
• The log log law for multidimensional stochastic integrals and diffusion processes

Cited In (13)

• Hilbert spaces of martingales supporting certain substitution-dynamical systems
• Hilbert-valued anticipating stochastic differential equations
• Title not available (Why is that?)
• Title not available (Why is that?)
• Equivalent conditions for the tightness of a sequence of continuous Hilbert valued martingales
• Sample path properties of \(G\)-Brownian motion
• Hölder continuity for spatial and path processes via spectral analysis
• Title not available (Why is that?)
• High density limit theorems for nonlinear chemical reactions with diffusion
• Title not available (Why is that?)
• On the sample properties of distribution valued semimartingales
• Remarks on Hilbert-space-valued multimartingale measures
• Linear parabolic differential equations as limits of space-time jump Markov processes

This page was built for publication: Continuity properties of Hilbert space valued martingales

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q794341)