Maximal regularity for stochastic convolutions in \(L^p\) spaces
type: Item
instance of: scholarly article
title: Maximal regularity for stochastic convolutions in \(L^p\) spaces
zbMATH Open document ID: 0924.60029
author: Alessandra Lunardi
author: Guiseppe Da Prato
published in: Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Serie IX. Rendiconti Lincei. Matematica e Applicazioni
publication date: 1999-11-11T00:00:00Z
review text: This note deals with analytic semigroups in Banach spaces where the Burkholder inequality holds true with some \(p\geq 1\). It is proved that the related stochastic convolution is continuous from the space of \(L^p\)-integrable adapted stochastic processes with values in some interpolation space to the space of \(L^p\)-integrable adapted processes with values in another associated interpolation space.
reviewed by: Dominique Lépingle
Mathematics Subject Classification ID: 60H05
zbMATH DE Number: 1281973
zbMATH Keywords: stochastic convolution
zbMATH Keywords: stochastic processes
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1281973