Some inequalities for martingales and stochastic convolutions. (English) Zbl 0622.60066

Ichikawa, Akira

Stochastic Anal. Appl. 4, 329-339 (1986).

The paper contains useful improvements of maximal inequalities for Hilbert space valued martingales and stochastic convolution integrals. The possibly smoothing property of the semigroup in the latter case is not used.

Reviewer: P.Kotelenez

MSC:

60H15	Stochastic partial differential equations (aspects of stochastic analysis)
60G44	Martingales with continuous parameter

Keywords:

maximal inequalities; Hilbert space valued martingales and stochastic convolution integrals; smoothing property of the semigroup

References:

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