Maximal type inequalities for linear stochastic Volterra equations
概率论
2007-05-23 v3 数学物理
math.MP
摘要
The note is devoted to estimates for convolutions appearing in some class of stochastic Volterra equations. Two maximal inequalities and exponential tail estimate are proved by the fractional method of infinite dimensional stochastic calculus. The paper extends on non-semigroup case some results obtained earlier for semigroups.
引用
@article{arxiv.math/0412496,
title = {Maximal type inequalities for linear stochastic Volterra equations},
author = {Anna Karczewska},
journal= {arXiv preprint arXiv:math/0412496},
year = {2007}
}
备注
9 pages, shortened and improved version, Journal ref. added