0348352 20240103194007.120101101235959.9 000284102700003 78649719137 10.1214/EJP.v15-808 18 s. cav_un_epca*00419541083-64891550 (2010)1556-1573Institute of Mathematical Statistics stochastic convolutions in 2-smooth spaces Burkholder-Davis-Gundy inequality exponential tail estimates cav_un_auth*0233028 Seidler Jan Stochastická informatika Department of Stochastic Informatics SI SI UTIA-B Department of Stochastic Informatics Ústav teorie informace a automatizace AV ČR, v. v. i. http://library.utia.cas.cz/separaty/2010/SI/seidler-0348352.pdf GA201/07/0237 GA ČR cav_un_auth*0228641 CEZ:AV0Z10750506 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. 2011 BA 4 A 4a 20231122134206.2 http://hdl.handle.net/11104/0188906 STATISTICSPROBABILITY 1.044 0.095 4.3 0.00834 1.343 506 74 21 1.981 22.64 0.94 Q1 73.735 49.545 Q2 Q1 2010 Soubory v repozitáři: Seidler-0348352.pdf 78649719137 SCOPUS 000284102700003 WOS cav_un_epca*0041954 Electronic Journal of Probability 1083-6489 1083-6489 Roč. 15 č. 50 2010 1556 1573 Institute of Mathematical Statistics