Stopped Doob inequality forp-th moment, 0 <p<∞, stochastic convolution integrals

DOI10.1081/SAP-120000221zbMath0990.60063MaRDI QIDQ2758169

Hamideh D. Hamedani, Bijan Z. Zangeneh

Publication date: 20 May 2002

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

zbMATH Keywords

stochastic convolution integralcontraction-type evolution operator and martingalestopped Doob inequality

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)

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