Open Access
2010 Exponential Estimates for Stochastic Convolutions in 2-Smooth Banach Spaces
Jan Seidler
Author Affiliations +
Electron. J. Probab. 15: 1556-1573 (2010). DOI: 10.1214/EJP.v15-808
Abstract

Sharp constants in a (one-sided) Burkholder-Davis-Gundy type estimate for stochastic integrals in a 2-smooth Banach space are found. As a consequence, exponential tail estimates for stochastic convolutions are obtained via Zygmund's extrapolation theorem.

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Jan Seidler "Exponential Estimates for Stochastic Convolutions in 2-Smooth Banach Spaces," Electronic Journal of Probability 15(none), 1556-1573, (2010). https://doi.org/10.1214/EJP.v15-808
Accepted: 15 October 2010; Published: 2010
Vol.15 • 2010
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