| bibtype |
J -
Journal Article
|
| ARLID |
0348352 |
| utime |
20240103194007.1 |
| mtime |
20101101235959.9 |
| WOS |
000284102700003 |
| SCOPUS |
78649719137 |
| DOI |
10.1214/EJP.v15-808 |
| title
(primary) (eng) |
Exponential estimates for stochastic convolutions in 2-smooth Banach spaces |
| specification |
|
| serial |
| ARLID |
cav_un_epca*0041954 |
| ISSN |
1083-6489 |
| title
|
Electronic Journal of Probability |
| volume_id |
15 |
| volume |
50 (2010) |
| page_num |
1556-1573 |
| publisher |
| name |
Institute of Mathematical Statistics |
|
|
| keyword |
stochastic convolutions in 2-smooth spaces |
| keyword |
Burkholder-Davis-Gundy inequality |
| keyword |
exponential tail estimates |
| author
(primary) |
| ARLID |
cav_un_auth*0233028 |
| name1 |
Seidler |
| name2 |
Jan |
| full_dept (cz) |
Stochastická informatika |
| full_dept (eng) |
Department of Stochastic Informatics |
| department (cz) |
SI |
| department (eng) |
SI |
| institution |
UTIA-B |
| full_dept |
Department of Stochastic Informatics |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| project |
| project_id |
GA201/07/0237 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0228641 |
|
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
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. |
| reportyear |
2011 |
| RIV |
BA |
| mrcbC52 |
4 A 4a 20231122134206.2 |
| permalink |
http://hdl.handle.net/11104/0188906 |
| mrcbT16-e |
STATISTICSPROBABILITY |
| mrcbT16-f |
1.044 |
| mrcbT16-g |
0.095 |
| mrcbT16-h |
4.3 |
| mrcbT16-i |
0.00834 |
| mrcbT16-j |
1.343 |
| mrcbT16-k |
506 |
| mrcbT16-l |
74 |
| mrcbT16-q |
21 |
| mrcbT16-s |
1.981 |
| mrcbT16-y |
22.64 |
| mrcbT16-x |
0.94 |
| mrcbT16-4 |
Q1 |
| mrcbT16-B |
73.735 |
| mrcbT16-C |
49.545 |
| mrcbT16-D |
Q2 |
| mrcbT16-E |
Q1 |
| arlyear |
2010 |
| mrcbTft |
\nSoubory v repozitáři: Seidler-0348352.pdf |
| mrcbU14 |
78649719137 SCOPUS |
| mrcbU34 |
000284102700003 WOS |
| mrcbU63 |
cav_un_epca*0041954 Electronic Journal of Probability 1083-6489 1083-6489 Roč. 15 č. 50 2010 1556 1573 Institute of Mathematical Statistics |
|