Počet záznamů: 1

Exponential estimates for stochastic convolutions in 2-smooth Banach spaces

  1. 1.
    0348352 - UTIA-B 2011 RIV US eng J - Článek v odborném periodiku
    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
    Grant CEP: GA ČR GA201/07/0237
    Výzkumný záměr: CEZ:AV0Z10750506
    Klíčová slova: stochastic convolutions in 2-smooth spaces * Burkholder-Davis-Gundy inequality * exponential tail estimates
    Kód oboru RIV: BA - Obecná matematika
    Impakt faktor: 0.946, rok: 2010
    http://library.utia.cas.cz/separaty/2010/SI/seidler-0348352.pdf 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.
    Trvalý link: http://hdl.handle.net/11104/0188906