A maximal inequality for p th power of stochastic convolution integrals

Journal of inequalities and applications

Erfan Salavati¹ 

关键词: stochastic convolution integral;    Itô-type inequality;    stochastic evolution equation;    monotone operator;    Lévy noise;    60H10;    60H15;    60G51;    47H05;    47J35;   

DOI  :  10.1186/s13660-016-1094-0

学科分类：数学（综合）

来源: SpringerOpen

【 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.

【 授权许可】

CC BY