Maximal inequalities and space-time regularity of stochastic convolutions
作者： Szymon Peszat , Jan Seidler
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摘要: Space-time regularity of stochastic convolution integrals J = {\int^\cdot_0 S(\cdot-r)Z(r)W(r)} driven by a cylindrical Wiener process $W$ in an $L^2$-space on bounded domain is investigated. The semigroup $S$ supposed to be given the Green function $2m$-th order parabolic boundary value problem, and $Z$ multiplication operator. Under fairly general assumptions, $J$ proved Holder continuous time space. method yields maximal inequalities for convolutions space functions as well.
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