Continuity of Stochastic Convolutions

DOI10.1023/A:1013752526625zbMath1001.60056OpenAlexW23454104MaRDI QIDQ3151354

Zdzisław Brzeźniak, Szymon Peszat, Zabczyk, Jerzy

Publication date: 15 October 2002

Published in: Czechoslovak Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/30664

zbMATH Keywords

stochastic convolutionscontinuity of Gaussian processesGaussian trigonometric series

Mathematics Subject Classification ID

Gaussian processes (60G15) Sums of independent random variables; random walks (60G50) Sample path properties (60G17) Stochastic integrals (60H05)

Related Items (8)

Regularity of Ornstein-Uhlenbeck processes driven by a Lévy white noise ⋮ Time regularity of generalized Ornstein-Uhlenbeck processes with Lévy noises in Hilbert spaces ⋮ A stochastic convolution integral inequality ⋮ Forward rate models with linear volatilities ⋮ Continuity versus nonexistence for a class of linear stochastic Cauchy problems driven by a Brownian motion ⋮ Stochastic evolution equations in Banach spaces and applications to the Heath-Jarrow-Morton-Musiela equations ⋮ A weak solution theory for stochastic Volterra equations of convolution type ⋮ \(n\)-covariation, generalized Dirichlet processes and calculus with respect to finite cubic variation processes.

Cites Work

• Unnamed Item
• Unnamed Item
• A remarkable homogeneous Banach algebra
• Baire's category theorem and trigonometric series
• Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
• Covariation de convolution de martingales
• Bond Market Structure in the Presence of Marked Point Processes

This page was built for publication: Continuity of Stochastic Convolutions