Local behaviour of hilbert space valued stochastic integrals and the continuity of mild solutions of stochastic evolution equations

DOI10.1080/17442508208833206zbMath0486.60058OpenAlexW4245325361MaRDI QIDQ3946898

Ruth F. Curtain, Peter M. Kotelenez

Publication date: 1982

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508208833206

zbMATH Keywords

Hölder continuityloglog lawLevy's modulus of continuityinfinite dimensional Wiener processes

Mathematics Subject Classification ID

Strong limit theorems (60F15) Brownian motion (60J65) Random operators and equations (aspects of stochastic analysis) (60H25) Stochastic integrals (60H05)

Related Items (7)

Stochastic evolution equations driven by nuclear-space-valued martingales ⋮ Rate of convergence in the invariance principle in Banach spaces ⋮ Semilinear stochastic evolution equations: boundedness, stability and invariant measurest ⋮ Parameter identification in infinte dimensional linear systems ⋮ A stopped Doob inequality for stochastic convolution integrals and stochastic evolution equations ⋮ Stochastic bilinear spectral systems^† ⋮ Continuity properties of Hilbert space valued martingales

Cites Work

• Unnamed Item
• Gaussian measures in Banach spaces
• Ito's lemma in infinite dimensions
• The log log law for multidimensional stochastic integrals and diffusion processes
• Log log law for Gaussian processes

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