Exponential Integrability of Stochastic Convolutions | Zendy

Seidler Jan | Zendy; Sobukawa Takuya | Zendy

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Exponential Integrability of Stochastic Convolutions

Author(s) -

Seidler Jan,

Sobukawa Takuya

Publication year - 2003

Publication title -

journal of the london mathematical society

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 1.441

H-Index - 62

eISSN - 1469-7750

pISSN - 0024-6107

DOI - 10.1112/s0024610702003745

Subject(s) - extrapolation , mathematics , exponential function , convolution (computer science) , mathematical proof , hilbert space , simple (philosophy) , exponential formula , wiener process , space (punctuation) , pure mathematics , mathematical analysis , double exponential function , computer science , geometry , philosophy , epistemology , machine learning , artificial neural network , operating system

Sufficient conditions are found for stochastic convolution integrals driven by a Wiener process in a Hilbert space to belong to the Orlicz space exp L 2 ; standard exponential tail estimates follow from these results. Proofs are based on the extrapolation theory and are rather simple.

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