Bibliography

Journal Article

Exponential estimates for stochastic convolutions in 2-smooth Banach spaces

Seidler Jan

: Electronic Journal of Probability vol.15, 50 (2010), p. 1556-1573

: CEZ:AV0Z10750506

: GA201/07/0237, GA ČR

: stochastic convolutions in 2-smooth spaces, Burkholder-Davis-Gundy inequality, exponential tail estimates

: 10.1214/EJP.v15-808

: http://library.utia.cas.cz/separaty/2010/SI/seidler-0348352.pdf

(eng): 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.

: BA