A maximal inequality for pth power of stochastic convolution integrals
Abstract We prove an inequality for the pth power of the norm of a stochastic convolution integral in a Hilbert space. The inequality is stronger than analogous inequalities in the literature in the sense that it is pathwise and not in expectation.
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2016-06-01
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| Series: | Journal of Inequalities and Applications |
| Subjects: | |
| Online Access: | http://link.springer.com/article/10.1186/s13660-016-1094-0 |