Exponential estimates for stochastic convolutions in 2-smooth Banach spaces

0348352 - ÚTIA 2011 RIV US eng J - Journal Article
Seidler, Jan
Exponential estimates for stochastic convolutions in 2-smooth Banach spaces.
Electronic Journal of Probability. Roč. 15, č. 50 (2010), s. 1556-1573. ISSN 1083-6489. E-ISSN 1083-6489
R&D Projects: GA ČR GA201/07/0237
Institutional research plan: CEZ:AV0Z10750506
Keywords : stochastic convolutions in 2-smooth spaces * Burkholder-Davis-Gundy inequality * exponential tail estimates
Subject RIV: BA - General Mathematics
Impact factor: 0.946, year: 2010
http://library.utia.cas.cz/separaty/2010/SI/seidler-0348352.pdf

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.
Permanent Link: http://hdl.handle.net/11104/0188906