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ID 33996
FullText URL
Author
Seidler, Jan
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
Publication Title
Journal of the London Mathematical Society
Volume
volume67
Issue
issue1
Start Page
245
End Page
258
Content Type
Journal Article
language
English
Refereed
True
DOI
Submission Path
mathematics_general/3