A note on maximal estimates for stochastic convolutions
Czechoslovak Mathematical Journal, Tome 61 (2011) no. 3, pp. 743-758
Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

Voir la notice de l'article

In stochastic partial differential equations it is important to have pathwise regularity properties of stochastic convolutions. In this note we present a new sufficient condition for the pathwise continuity of stochastic convolutions in Banach spaces.
In stochastic partial differential equations it is important to have pathwise regularity properties of stochastic convolutions. In this note we present a new sufficient condition for the pathwise continuity of stochastic convolutions in Banach spaces.
DOI : 10.1007/s10587-011-0023-0
Classification : 35B65, 35R60, 46B09, 47D06, 60H15
Keywords: stochastic convolutions; maximal inequalities; path-continuity; stochastic partial differential equations; $H^\infty $-calculus; $\gamma $-radonifying operators; exponential tail estimates
@article{10_1007_s10587_011_0023_0,
     author = {Veraar, Mark and Weis, Lutz},
     title = {A note on maximal estimates for stochastic convolutions},
     journal = {Czechoslovak Mathematical Journal},
     pages = {743--758},
     year = {2011},
     volume = {61},
     number = {3},
     doi = {10.1007/s10587-011-0023-0},
     mrnumber = {2853088},
     zbl = {1249.60111},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.1007/s10587-011-0023-0/}
}
TY  - JOUR
AU  - Veraar, Mark
AU  - Weis, Lutz
TI  - A note on maximal estimates for stochastic convolutions
JO  - Czechoslovak Mathematical Journal
PY  - 2011
SP  - 743
EP  - 758
VL  - 61
IS  - 3
UR  - http://geodesic.mathdoc.fr/articles/10.1007/s10587-011-0023-0/
DO  - 10.1007/s10587-011-0023-0
LA  - en
ID  - 10_1007_s10587_011_0023_0
ER  - 
%0 Journal Article
%A Veraar, Mark
%A Weis, Lutz
%T A note on maximal estimates for stochastic convolutions
%J Czechoslovak Mathematical Journal
%D 2011
%P 743-758
%V 61
%N 3
%U http://geodesic.mathdoc.fr/articles/10.1007/s10587-011-0023-0/
%R 10.1007/s10587-011-0023-0
%G en
%F 10_1007_s10587_011_0023_0
Veraar, Mark; Weis, Lutz. A note on maximal estimates for stochastic convolutions. Czechoslovak Mathematical Journal, Tome 61 (2011) no. 3, pp. 743-758. doi: 10.1007/s10587-011-0023-0

[1] Albiac, F., Kalton, N. J.: Topics in Banach Space Theory. Graduate Texts in Mathematics, Vol. 233. Springer Berlin (2006). | MR

[2] Amann, H.: Dual semigroups and second order linear elliptic boundary value problems. Isr. J. Math. 45 (1983), 225-254. | DOI | MR | Zbl

[3] Brze{'z}niak, Z.: Stochastic partial differential equations in $M$-type 2 Banach spaces. Potential Anal. 4 (1995), 1-45. | DOI | MR

[4] Brze{'z}niak, Z.: On stochastic convolution in Banach spaces and applications. Stochastics Stochastics Rep. 61 (1997), 245-295. | DOI | MR

[5] Brze{'z}niak, Z., Hausenblas, E.: Maximal regularity for stochastic convolutions driven by Lévy processes. Probab. Theory Relat. Fields 145 (2009), 615-637. | DOI | MR

[6] Brze'zniak, Z., Peszat, S.: Maximal inequalities and exponential estimates for stochastic convolutions in Banach spaces. Stochastic Processes, Physics and Geometry: New Interplays I (Leipzig, 1999). CMS Conf. Proc., Vol. 28 American Mathematical Society Providence (2000), 55-64. | MR

[7] Calderón, A.-P.: Intermediate spaces and interpolation, the complex method. Stud. Math. 24 (1964), 113-190. | DOI | MR

[8] Cox, S. G., Veraar, M. C.: Vector-valued decoupling and the Burkholder-Davis-Gundy inequality. (2010), (to appear) Ill. J. Math. | MR

[9] Prato, G. Da, Zabczyk, J.: Stochastic equations in infinite dimensions. Encyclopedia of Mathematics and its Applications, Vol. 44 Cambridge University Press Cambridge (1992). | MR | Zbl

[10] Davis, B.: On the $L^{p}$ norms of stochastic integrals and other martingales. Duke Math. J. 43 (1976), 697-704. | DOI | MR

[11] Denk, R., Dore, G., Hieber, M., Prüss, J., Venni, A.: New thoughts on old results of R. T. Seeley. Math. Ann. 328 (2004), 545-583. | MR

[12] Deville, R., Godefroy, G., Zizler, V.: Smoothness and Renormings in Banach Spaces. Pitman Monographs and Surveys in Pure and Applied Mathematics, Vol. 64. Longman Scientific & Technical Harlow (1993). | MR

[13] Fröhlich, A. M., Weis, L.: $H^\infty$ calculus and dilations. Bull. Soc. Math. Fr. 134 (2006), 487-508. | DOI | MR

[14] Haak, B. H., Kunstmann, P. C.: Admissibility of unbounded operators and well-posedness of linear systems in Banach spaces. Integral Equations Oper. Theory 55 (2006), 497-533. | DOI | MR | Zbl

[15] Haase, M.: The Functional Calculus for Sectorial Operators. Operator Theory: Advances and Applications, Vol. 169. Birkhäuser Basel (2006). | MR

[16] Hausenblas, E., Seidler, J.: A note on maximal inequality for stochastic convolutions. Czechoslovak Math. J. 51(126) (2001), 785-790. | DOI | MR | Zbl

[17] Hausenblas, E., Seidler, J.: Stochastic convolutions driven by martingales: maximal inequalities and exponential integrability. Stochastic Anal. Appl. 26 (2008), 98-119. | DOI | MR | Zbl

[18] Hytönen, T., Neerven, J. van, Portal, P.: Conical square function estimates in {UMD} Banach spaces and applications to $H^\infty$-functional calculi. J. Anal. Math. 106 (2008), 317-351. | DOI | MR

[19] Kalton, N. J., Weis, L. W.: The $H^\infty$-calculus and square function estimates. Preprint (2004).

[20] Kunstmann, P. C., Weis, L. W.: Maximal $L_p$-regularity for parabolic equations, Fourier multiplier theorems and $H_\infty$-functional calculus. Functional Analytic Methods for Evolution Equations. Lecture Notes Math., Vol. 1855 Springer Berlin (2004), 65-311. | DOI | MR | Zbl

[21] Langer, M., Maz'ya, V.: On $L^p$-contractivity of semigroups generated by linear partial differential operators. J. Funct. Anal. 164 (1999), 73-109. | DOI | MR

[22] Lenglart, E.: Rélation de domination entre deux processus. Ann. Inst. Henri Poincaré, Nouv. Sér, Sect. B 13 (1977), 171-179 French. | MR | Zbl

[23] Liskevich, V., Sobol, Z., Vogt, H.: On the $L_p$-theory of $C_0$-semigroups associated with second-order elliptic operators. II. J. Funct. Anal. 193 (2002), 55-76. | DOI | MR | Zbl

[24] McIntosh, A.: Operators which have an $H_\infty$ functional calculus. Miniconference Operator Theory and Partial Differential Equations (North Ryde, 1986), Proc. Cent. Math. Anal. Austr. Nat. Univ., Vol. 14 Austr. Nat. Univ. Canberra (1986), 210-231. | MR

[25] Neerven, J. M. A. M. van: $\gamma$-Radonifying operators---a survey. Spectral Theory and Harmonic Analysis (Canberra, 2009). Proc. Cent. Math. Anal. Austr. Nat. Univ., Vol. 44 Austral. Nat. Univ. Canberra (2010), 1-62. | MR

[26] Neerven, J. M. A. M. van, Veraar, M. C., Weis, L.: Stochastic integration in {UMD} Banach spaces. Ann. Probab. 35 (2007), 1438-1478. | DOI | MR

[27] Neerven, J. M. A. M. van, Veraar, M. C., Weis, L.: Stochastic evolution equations in {UMD} Banach spaces. J. Funct. Anal. 255 (2008), 940-993. | DOI | MR

[28] Neerven, J. M. A. M. van, Weis, L.: Weak limits and integrals of Gaussian covariances in Banach spaces. Probab. Math. Stat. 25 (2005), 55-74. | MR

[29] Pinelis, I.: Optimum bounds for the distributions of martingales in Banach spaces. Ann. Probab. 22 (1994), 1679-1706. | DOI | MR | Zbl

[30] Pisier, G.: Martingales with values in uniformly convex spaces. Isr. J. Math. 20 (1975), 326-350. | DOI | MR | Zbl

[31] Pisier, G.: Some results on Banach spaces without local unconditional structure. Compos. Math. 37 (1978), 3-19. | MR | Zbl

[32] Rosiński, J., Suchanecki, Z.: On the space of vector-valued functions integrable with respect to the white noise. Colloq. Math. 43 (1980), 183-201. | DOI | MR

[33] Seidler, J.: Exponential estimates for stochastic convolutions in 2-smooth Banach spaces. Electron. J. Probab. 15 (2010), 1556-1573. | DOI | MR

[34] Suárez, J., Weis, L.: Interpolation of Banach spaces by the $\gamma$-method. Methods in Banach space theory. London Math. Soc. Lecture Note Series Vol. 337. Proc. Conf. on Banach Spaces, Cácres, Spain, Sept. 13-18, 2004 J. M. F. Castillo Cambridge Univ. Press Cambridge (2006), 293-306. | MR

[35] Triebel, H.: Interpolation Theory, Function Spaces, Differential Operators, 2nd ed. Barth Leipzig (1995). | MR

[36] Veraar, M. C.: Continuous local martingales and stochastic integration in {UMD} Banach spaces. Stochastics 79 (2007), 601-618. | DOI | MR | Zbl

[37] Weis, L. W.: The $H^\infty$ holomorphic functional calculus for sectorial operators---a survey. Partial differential equations and functional analysis. Oper. Theory Adv. Appl., Vol. 168 Birkhäuser Basel (2006), 263-294. | DOI | MR | Zbl

Cité par Sources :