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.
Electron. J. Probab.
15:
1556-1573
(2010).
DOI: 10.1214/EJP.v15-808
