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Exponential Estimates for Stochastic Convolutions in 2-Smooth Banach Spaces

   
@article{EJP808,
	author = {Jan Seidler},
	title = {Exponential Estimates for Stochastic Convolutions in 2-Smooth Banach Spaces},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {15},
	year = {2010},
	keywords = {stochastic integrals in 2-smooth Banach spaces; Burkholder-Davis-Gundy inequality; exponential tail estimates; stochastic convolutions},
	abstract = {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.},
	pages = {no. 50, 1556-1573},
	issn = {1083-6489},
	doi = {10.1214/EJP.v15-808},    
        url = {http://ejp.ejpecp.org/article/view/808}}