| Título: | Exponential Estimates for Stochastic Convolutions in 2-Smooth Banach Spaces |
| Autores: | Seidler, Jan; Czech Academy of Sciences |
| Fecha: | 2010-01-01 |
| Publicador: | Electronic journal of probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
stochastic integrals in 2-smooth Banach spaces; Burkholder-Davis-Gundy inequality; exponential tail estimates; stochastic convolutions 60H15 |
| Descripción: | 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. |
| Idioma: | No aplica |
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