Some inequalities for martingales and stochastic convolutions
- 1 January 1986
- journal article
- research article
- Published by Informa UK Limited in Stochastic Analysis and Applications
- Vol. 4 (3), 329-339
- https://doi.org/10.1080/07362998608809094
Abstract
We give a stopped Doob inequality for a right continuous martingale in Hilbert space,, Using this we obtain inequalities for p-th moments with 0 < p < in terms of the Meyer process and the quadratic variation of the pure jump part. We also consider the convolution of a contraction type semigroup and a right continuous martingale and obtain inequalities similar to those of a martingaleKeywords
This publication has 9 references indexed in Scilit:
- On the Semigroup Approach to Stochastic Evolution EquationsPublished by Springer Science and Business Media LLC ,1985
- A stopped Doob inequality for stochastic convolution integrals and stochastic evolution equationsStochastic Analysis and Applications, 1984
- An estimate of Burkholder type for stochastic processes defined by the stochastic integralStochastic Analysis and Applications, 1984
- ProbabilityPublished by Springer Science and Business Media LLC ,1984
- Some results on linear stochastic evolution equations in hilbert spaces by the semi–groups methodStochastic Analysis and Applications, 1983
- SemimartingalesPublished by Walter de Gruyter GmbH ,1982
- Stability of semilinear stochastic evolution equationsJournal of Mathematical Analysis and Applications, 1982
- A submartingale type inequality with applicatinos to stochastic evolution equationsStochastics, 1982
- On a Stopped Doob's Inequality and General Stochastic EquationsThe Annals of Probability, 1980