Geodesic
A note on maximal inequality for stochastic convolutions
Czechoslovak Mathematical Journal, Tome 51 (2001) no. 4, pp. 785-790

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Using unitary dilations we give a very simple proof of the maximal inequality for a stochastic convolution \[ \int ^t_0 S(t-s)\psi (s)\mathrm{d}W(s) \] driven by a Wiener process $W$ in a Hilbert space in the case when the semigroup $S(t)$ is of contraction type.
Classification : 60H05, 60H15
Keywords: infinite-dimensional Wiener process; stochastic convolution; maximal inequality 
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     author = {Hausenblas, Erika and Seidler, Jan},
     title = {A note on maximal inequality for stochastic convolutions},
     journal = {Czechoslovak Mathematical Journal},
     pages = {785--790},
     publisher = {mathdoc},
     volume = {51},
     number = {4},
     year = {2001},
     mrnumber = {1864042},
     zbl = {1001.60065},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/CMJ_2001__51_4_a8/}
}
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Hausenblas, Erika; Seidler, Jan. A note on maximal inequality for stochastic convolutions. Czechoslovak Mathematical Journal, Tome 51 (2001) no. 4, pp. 785-790. http://geodesic.mathdoc.fr/item/CMJ_2001__51_4_a8/