论文信息 - Some inequalities for martingales and stochastic convolutions

Some inequalities for martingales and stochastic convolutions

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 martingale

Akira Ichikawa | A. Ichikawa

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