A stochastic convolution integral inequality-Reference-Cited by-同舟云学术

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A stochastic convolution integral inequality

Published:2020-12 Issue:04 Volume:23 Page:2050029
ISSN:0219-0257
Container-title:Infinite Dimensional Analysis, Quantum Probability and Related Topics
language:en
Short-container-title:Infin. Dimens. Anal. Quantum. Probab. Relat. Top.

Author:

Makasu Cloud¹

Affiliation:

1. Department of Maths and Applied Maths, University of the Western Cape, Private Bag X17, Bellville 7535, Cape Town, South Africa

Abstract

We prove a stochastic Gronwall lemma of the convolution type. Our results extend that of Scheutzow [A stochastic Gronwall lemma, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 16 (2013) 1350019], and the related results established in the non-convolution case. The proofs of the present results are essentially based on the Métivier–Pellaumail inequality for semimartingales.

Publisher

World Scientific Pub Co Pte Lt

Subject

Applied Mathematics,Mathematical Physics,Statistics and Probability,Statistical and Nonlinear Physics

Link

https://www.worldscientific.com/doi/pdf/10.1142/S0219025720500290

Reference14 articles.

1. Sharp maximal $L^{p}$-estimates for martingales

2. Continuity of Stochastic Convolutions

3. One-sided maximal functions and Hp

4. Regularity of solutions of linear stochastic equations in hilbert spaces

5. A note on stochastic convolution

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A note on the stochastic version of the Gronwall lemma;Stochastic Analysis and Applications;2022-04-28

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