bibtype	J - Journal Article
ARLID	0098559
utime	20240103185626.6
mtime	20080117235959.9
title (primary) (eng)	Stochastic convolutions driven by martingales: maximal inequalities and exponential integrability
specification	page_count 22 s.
serial	ARLID cav_un_epca*0255142 ISSN 0736-2994 title Stochastic Analysis and Applications volume_id 26 volume 1 (2008) page_num 98-119 publisher name Taylor & Francis
title (cze)	Stochastické konvoluce řízené martingaly: maximální nerovnosti a exponenciální integrovatelnost
keyword	maximal inequality
keyword	exponential tail estimates
keyword	stochastic convolution
author (primary)	ARLID cav_un_auth*0080012 name1 Hausenblas name2 E. country AT
author	ARLID cav_un_auth*0233028 name1 Seidler name2 Jan institution UTIA-B full_dept Department of Stochastic Informatics fullinstit Ústav teorie informace a automatizace AV ČR, v. v. i.
cas_special	project project_id APART 700 agency Austrian Academy of Sciences country AT project project_id GA201/04/0750 agency GA ČR country CZ ARLID cav_un_auth*0000985 project project_id GA201/01/1197 agency GA ČR country CZ ARLID cav_un_auth*0005716 project project_id Kontakt 2001-05 agency GA MSM country CZ ARLID cav_un_auth*0237151 research CEZ:AV0Z10750506 abstract (eng) Stochastic convolutions driven by a local martingale in a Hilbert space are studied in the case when the semigroup is contractive. Very simple proofs of the maximal inequality and exponential tail estimates are given by using unitary dilations and Zygmund's extrapolation theorem abstract (cze) Jsou zkoumány stochastické konvoluce s kontraktivní semigrupou, řízené lokálním martingalem v Hilbertově prostoru. Jsou podány velmi jednoduché důkazy maximální nerovnosti a exponenciální integrovatelnosti pomocí unitárních dilatací a Zygmundovy extrapolační věty. reportyear 2008 RIV BA permalink http://hdl.handle.net/11104/0157437 mrcbT16-f 0.624 mrcbT16-g 0.136 mrcbT16-h 6.9 mrcbT16-i 0.00292 mrcbT16-j 0.393 mrcbT16-k 480 mrcbT16-l 66 arlyear 2008 mrcbU63 cav_un_epca*0255142 Stochastic Analysis and Applications 0736-2994 1532-9356 Roč. 26 č. 1 2008 98 119 Taylor & Francis