ID | 33996 |
FullText URL | |
Author |
Seidler, Jan
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Abstract | Sucient conditions are found for stochastic convolution integrals driven by a Wiener process in a Hilbert space to belong to the Orlicz space expL2; standard exponential tail estimates follow from these results. Proofs are based on the extrapolation theory and are rather simple. |
Note | Digital Object Identifier:10.1112/S0024610702003745
Published with permission from the copyright holder. This is the institute's copy, as published in Journal of the London Mathematical Society, Feb. 2003, Volume 67, Issue 1, Pages 245-258. Publisher URL:http://dx.doi.org/10.1112/S0024610702003745 Copyright © The London Mathematical Society, 2003. All rights reserved. |
Published Date | 2003-2
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Publication Title |
Journal of the London Mathematical Society
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Volume | volume67
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Issue | issue1
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Start Page | 245
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End Page | 258
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Content Type |
Journal Article
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language |
English
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Refereed |
True
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DOI | |
Submission Path | mathematics_general/3
|