A Note on Maximal Estimates for Stochastic Convolutions

نویسندگان

  • Mark Veraar
  • Lutz Weis
چکیده

In stochastic partial differential equations it is important to have pathwise regularity properties of stochastic convolutions. In this note we present a new sufficient condition for the pathwise continuity of stochastic convolutions in Banach spaces.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

A note on superspecial and maximal curves

In this note we review a simple criterion, due to Ekedahl, for superspecial curves defined over finite fields.Using this we generalize and give some simple proofs for some well-known superspecial curves.

متن کامل

Well-posedness and asymptotic behavior for stochastic reaction-diffusion equations with multiplicative Poisson noise∗

We establish well-posedness in the mild sense for a class of stochastic semilinear evolution equations with a polynomially growing quasi-monotone nonlinearity and multiplicative Poisson noise. We also study existence and uniqueness of invariant measures for the associated semigroup in the Markovian case. A key role is played by a new maximal inequality for stochastic convolutions in Lp spaces .

متن کامل

Well-posedness and Ergodicity for Stochastic Reaction-diffusion Equations with Multiplicative Poisson Noise

We establish well-posedness in the mild sense for a class of stochastic semilinear evolution equations with a polynomially growing quasi-monotone nonlinearity and multiplicative Poisson noise. We also study existence and uniqueness of invariant measures for the associated semigroup in the Markovian case. A key role is played by a new maximal inequality for stochastic convolutions in Lp spaces.

متن کامل

A Note on Plate Decompositions of Cone Multipliers

We observe that the range of p for Wolff’s inequality on plate decompositions of cone multipliers can be improved by using bilinear restriction techniques. This in turn is known to improve the range for sharp Lp results on cone multipliers, local smoothing for the wave equation, convolutions with radial kernels, Bergman projections in tubes over cones, averages over finite type curves in R3 and...

متن کامل

Liu Estimates and Influence Analysis in Regression Models with Stochastic Linear Restrictions and AR (1) Errors

In the linear regression models with AR (1) error structure when collinearity exists, stochastic linear restrictions or modifications of biased estimators (including Liu estimators) can be used to reduce the estimated variance of the regression coefficients estimates. In this paper, the combination of the biased Liu estimator and stochastic linear restrictions estimator is considered to overcom...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2011