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Exponential Estimates for Stochastic Convolutions in 2-Smooth Banach Spaces


 
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1. Title Title of document Exponential Estimates for Stochastic Convolutions in 2-Smooth Banach Spaces
 
2. Creator Author's name, affiliation, country Jan Seidler; Czech Academy of Sciences; Czech Republic
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) stochastic integrals in 2-smooth Banach spaces; Burkholder-Davis-Gundy inequality; exponential tail estimates; stochastic convolutions
 
3. Subject Subject classification 60H15
 
4. Description 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.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s) This research was supported by the GA CR Grant No. 201/07/0237
 
7. Date (YYYY-MM-DD) 2010-10-15
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/808
 
10. Identifier Digital Object Identifier 10.1214/EJP.v15-808
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 15
 
12. Language English=en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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