Stochastic Convolutions Driven by Martingales: Maximal Inequalities and Exponential Integrability

DOI10.1080/07362990701673047zbMath1153.60035OpenAlexW2012547370WikidataQ59225696 ScholiaQ59225696MaRDI QIDQ5443467

Erika Hausenblas, Jan Seidler

Publication date: 21 February 2008

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

Full work available at URL: https://doi.org/10.1080/07362990701673047

zbMATH Keywords

stochastic partial differential equationsmaximal inequalitystochastic convolutionsexponential tail estimatesunitary dilations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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