摘要
In this paper we extend an inequality of Lenglart et al. (1980, Lemma 1.1) to general continuous adapted stochastic processes with values in topological spaces. Using this inequality we prove Burkholder–Davies–Gundy's inequality for stochastic integrals in Orlicz-type spaces (a class of quasi-Banach spaces) with respect to cylindrical Brownian motions. As an application, we show the well-posedness of stochastic heat equations in Orlicz spaces.
源语言 | 英语 |
---|---|
页(从-至) | 3228-3250 |
页数 | 23 |
期刊 | Stochastic Processes and their Applications |
卷 | 127 |
期 | 10 |
DOI | |
出版状态 | 已出版 - 10月 2017 |
已对外发布 | 是 |
指纹
探究 'Stochastic integrals and BDG's inequalities in Orlicz-type spaces' 的科研主题。它们共同构成独一无二的指纹。引用此
Xie, Y., & Zhang, X. (2017). Stochastic integrals and BDG's inequalities in Orlicz-type spaces. Stochastic Processes and their Applications, 127(10), 3228-3250. https://doi.org/10.1016/j.spa.2017.02.006