A maximal inequality for pth power of stochastic convolution integrals

被引：1

作者：

Salavati, Erfan ^{[1
]}

Zangeneh, Bijan Z. ^{[2
]}

机构：

[1] Inst Res Fundamental Sci IPM, Sch Math, POB 19395-5746, Tehran, Iran

[2] Sharif Univ Technol, Dept Math, Tehran, Iran

来源：

JOURNAL OF INEQUALITIES AND APPLICATIONS | 2016年

关键词：

stochastic convolution integral; Ito-type inequality; stochastic evolution equation; monotone operator; Levy noise; STOPPED DOOB INEQUALITY; EVOLUTION EQUATIONS; MONOTONE NONLINEARITY;

D O I：

10.1186/s13660-016-1094-0

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

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.

引用

页数：16

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