Continuity properties of Hilbert space valued martingales

DOI10.1016/0304-4149(84)90314-4MaRDI QIDQ794341zbMATH OpenOpenAlexFDO

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

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)

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

Cites work

• scientific article; zbMATH DE number 3725363 (Why is no real title available?)
• scientific article; zbMATH DE number 3738650 (Why is no real title available?)
• scientific article; zbMATH DE number 3456236 (Why is no real title available?)
• scientific article; zbMATH DE number 3567644 (Why is no real title available?)
• scientific article; zbMATH DE number 3624495 (Why is no real title available?)
• scientific article; zbMATH DE number 3304501 (Why is no real title available?)
• Calcul stochastique et problèmes de martingales
• Infinite dimensional linear systems theory
• Local behaviour of hilbert space valued stochastic integrals and the continuity of mild solutions of stochastic evolution equations
• On the path regularity of a stochastic process in a hilbert space, defined by the ito integral
• The Law of the Iterated Logarithm for Brownian Motion in a Banach Space
• 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
• scientific article; zbMATH DE number 1409869 (Why is no real title available?)
• scientific article; zbMATH DE number 4066041 (Why is no real title available?)
• Equivalent conditions for the tightness of a sequence of continuous Hilbert valued martingales
• Sample path properties of \(G\)-Brownian motion
• scientific article; zbMATH DE number 3969780 (Why is no real title available?)
• Hölder continuity for spatial and path processes via spectral analysis
• High density limit theorems for nonlinear chemical reactions with diffusion
• scientific article; zbMATH DE number 3872403 (Why is no real title available?)
• 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)