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A maximal inequality for pth power of stochastic convolution integrals

Salavati, E ; Sharif University of Technology

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  1. Type of Document: Article
  2. DOI: 10.1186/s13660-016-1094-0
  3. Publisher: Springer International Publishing
  4. Abstract:
  5. We prove an inequality for the pth power of the norm of a stochastic convolution integral in a Hilbert space. The inequality is stronger than analogous inequalities in the literature in the sense that it is pathwise and not in expectation
  6. Keywords:
  7. Itô-type inequality ; Lévy noise ; Monotone operator ; Stochastic convolution integral ; Stochastic evolution equation
  8. Source: Journal of Inequalities and Applications ; Volume 2016, Issue 1 , 2016 ; 10255834 (ISSN)
  9. URL: https://link.springer.com/article/10.1186/s13660-016-1094-0