An estimate of Burkholder type for stochastic processes defined by the stochastic integral
From MaRDI portal
Publication:3326547
DOI10.1080/07362998408809032zbMath0539.60056OpenAlexW2001611049MaRDI QIDQ3326547
Publication date: 1984
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362998408809032
Related Items
A maximal inequality for \(p\)th power of stochastic convolution integrals, Existence of Weak Solutions to Stochastic Evolution Inclusions, Maximal inequalities for stochastic convolutions and pathwise uniform convergence of time discretisation schemes, A note on stochastic convolution, A stochastic filippov theorem, Some inequalities for martingales and stochastic convolutions, Stochastic Retarded Evolution Equations: Green Operators, Convolutions, and Solutions, The Dirichlet Problem for Stochastic Degenerate Parabolic-Hyperbolic Equations, Periodic and almost periodic solutions for semilinear stochastic equations, A boundary value problem for a class of anisotropic stochastic degenerate parabolic-hyperbolic equations, Regularity analysis for stochastic partial differential equations with nonlinear multiplicative trace class noise, Mild solutions of local non-Lipschitz neutral stochastic functional evolution equations driven by jumps modulated by Markovian switching, On Well-Posedness of Semilinear Stochastic Evolution Equations on $L_p$ Spaces, A stochastic convolution integral inequality, On exponential stability of mild solutions for some stochastic partial integrodifferential equations, Stochastic nonlinear wave equation with memory driven by compensated Poisson random measures, Stability of infinite dimensional stochastic evolution equations with memory and Markovian jumps, Almost sure convergence of a semidiscrete Milstein scheme for SPDEs of Zakai type, On the Dirichlet semigroup for Ornstein-Uhlenbeck operators in subsets of Hilbert spaces, Stochastic Convolutions Driven by Martingales: Maximal Inequalities and Exponential Integrability, Nonlinear stochastic partial differential equations of hyperbolic type driven by Lévy-type noises, Carathéodory approximate solutions for a class of semilinear stochastic evolution equations with time delays, On stability for a class of semilinear stochastic evolution equations, Existence and uniqueness of a mild solution to the stochastic heat equation with white and fractional noises, Maximal Inequalities and Exponential Estimates for Stochastic Convolutions Driven by Lévy-type Processes in Banach Spaces with Application to Stochastic Quasi-Geostrophic Equations, Almost sure exponential stability for stochastic partial functional differential equations∗, The strong trace property and the Neumann problem for stochastic conservation laws, A Note on Maximal Inequality for Stochastic Convolutions, Approximations to mild solutions of stochastic semilinear equations with non-Lipschitz coefficients
Cites Work
