A stopped Doob inequality for stochastic convolution integrals and stochastic evolution equations
From MaRDI portal
Publication:3345527
DOI10.1080/07362998408809036zbMath0552.60058OpenAlexW1984950798MaRDI QIDQ3345527
Publication date: 1984
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362998408809036
Related Items
Linear parabolic differential equations as limits of space-time jump Markov processes ⋮ A maximal inequality for \(p\)th power of stochastic convolution integrals ⋮ High density limit theorems for nonlinear chemical reactions with diffusion ⋮ Existence of Weak Solutions to Stochastic Evolution Inclusions ⋮ Maximal inequalities for stochastic convolutions and pathwise uniform convergence of time discretisation schemes ⋮ Quadratic Control for Stochastic Systems Defined by Evolution Operators and Square Integrable Martingales ⋮ A stochastic filippov theorem ⋮ Some inequalities for martingales and stochastic convolutions ⋮ Schauder estimates for stochastic transport-diffusion equations with Lévy processes ⋮ Some refinements of existence results for SPDEs driven by Wiener processes and Poisson random measures ⋮ Approximation and convergence of solutions to semilinear stochastic evolution equations with jumps ⋮ 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 spatial stochastic epidemic model: law of large numbers and central limit theorem ⋮ A boundary value problem for a class of anisotropic stochastic degenerate parabolic-hyperbolic equations ⋮ On stochastic evolution equations driven by continuous semimartingales ⋮ FROM DISCRETE DETERMINISTIC DYNAMICS TO BROWNIAN MOTIONS ⋮ Stopped Doob inequality forp-th moment, 0 <p<∞, stochastic convolution integrals ⋮ An estimate of Burkholder type for stochastic processes defined by the stochastic integral ⋮ LOCAL WELL-POSEDNESS OF MUSIELA’S SPDE WITH LÉVY NOISE ⋮ Regularity and convergence of stochastic convolutions in duals of nuclear Fréchet spaces ⋮ Necessary conditions for optimal control of stochastic evolution equations in Hilbert spaces ⋮ Optimal control for semilinear evolution equations ⋮ Stochastic Convolutions Driven by Martingales: Maximal Inequalities and Exponential Integrability ⋮ ON UNIQUENESS OF MILD SOLUTIONS FOR DISSIPATIVE STOCHASTIC EVOLUTION EQUATIONS ⋮ A Kolmogorov-type theorem for stochastic fields ⋮ On a stochastic evolution equation ⋮ Existence and uniqueness of a mild solution to the stochastic heat equation with white and fractional noises ⋮ Regular dependence on initial data for stochastic evolution equations with multiplicative Poisson noise ⋮ The strong trace property and the Neumann problem for stochastic conservation laws ⋮ A Note on Maximal Inequality for Stochastic Convolutions
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Calcul stochastique et problèmes de martingales
- On a stopped Doob's inequality and general stochastic equations
- Stability of semilinear stochastic evolution equations
- Local behaviour of hilbert space valued stochastic integrals and the continuity of mild solutions of stochastic evolution equations
- A submartingale type inequality with applicatinos to stochastic evolution equations
- Hereditary Control Problems: Numerical Methods Based on Averaging Approximations
- Some results on linear stochastic evolution equations in hilbert spaces by the semi–groups method