Continuity properties of Hilbert space valued martingales (Q794341)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Continuity properties of Hilbert space valued martingales |
scientific article; zbMATH DE number 3860109
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuity properties of Hilbert space valued martingales |
scientific article; zbMATH DE number 3860109 |
Statements
Continuity properties of Hilbert space valued martingales (English)
0 references
1984
0 references
Necessary and sufficient conditions for Hölder continuity of Hilbert space valued martingales are given in terms of the associated quadratic variation. A corollary of this result is a readily verifiable sufficient condition for the sample path continuity of the mild solution of a stochastic evolution equation. Furthermore Levy's modulus of continuity and a generalized loglog law are obtained for a Hilbert space valued stochastic integral with a Wiener process integrator.
0 references
Hölder continuity of Hilbert space valued martingales
0 references
mild solution of a stochastic evolution
0 references
0 references
0.9102296
0 references
0.90720993
0 references
0.9039897
0 references
0.8975684
0 references
