A submartingale type inequality with applicatinos to stochastic evolution equations
- 1 January 1982
- journal article
- research article
- Published by Taylor & Francis in Stochastics
- Vol. 8 (2) , 139-151
- https://doi.org/10.1080/17442508208833233
Abstract
On a fixed time interval [0,T] we consider where M is a square integrable martingale with values in a Hilbert space K,Φ s (ω) suitable operators from K to H, another Hilbert space, and U t s is a mild evolution operator on H. Under the assumption that there is a β≧0 such that we prove a submartingale type inequality for that integral. As applicatins we show that it has a continuous version, if M has, or is cadlage if M is calage, and we prove that it is stable under some additional assumption on U t s Finally we ontain an existence and uniquenss theorem for an SPDE.Keywords
This publication has 2 references indexed in Scilit:
- The Hölder continuity of hilbert space valued stochastic integrals with an application to SPDEPublished by Springer Nature ,2005
- Some results on linear stochastic differential equations in hilbert spacest†Stochastics, 1982