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2010 Exponential Estimates for Stochastic Convolutions in 2-Smooth Banach Spaces
Jan Seidler
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Electron. J. Probab. 15: 1556-1573 (2010). DOI: 10.1214/EJP.v15-808

Abstract

Sharp constants in a (one-sided) Burkholder-Davis-Gundy type estimate for stochastic integrals in a 2-smooth Banach space are found. As a consequence, exponential tail estimates for stochastic convolutions are obtained via Zygmund's extrapolation theorem.

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Jan Seidler. "Exponential Estimates for Stochastic Convolutions in 2-Smooth Banach Spaces." Electron. J. Probab. 15 1556 - 1573, 2010. https://doi.org/10.1214/EJP.v15-808

Information

Accepted: 15 October 2010; Published: 2010
First available in Project Euclid: 1 June 2016

zbMATH: 1225.60111
MathSciNet: MR2735374
Digital Object Identifier: 10.1214/EJP.v15-808

Subjects:
Primary: 60H15

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Vol.15 • 2010
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