An estimate of Burkholder type for stochastic processes defined by the stochastic integral

Abstract

We develop a method to prove an estimate of Burkholder type for a class of processes defined by a stochastic convolution with a semigroup for p ≥ 2; this result, for p = 2, has been obtained also by Kotelenez [6] using a martingale inequality due to him[5]

Identifiers

DOI

10.1080/07362998408809032

Citations and references