Probability Seminar Essen
Summerterm 2021: The seminar will start on April 13th in form of video conferences.
|Apr 20||Mark C. Veraar (TU Delft)|
Mark C. Veraar (TU Delft)
In this talk I will present a new approach to maximal inequalities for stochastic convolutions both in discrete and continuous time. The proofs are based on extensions of the vector-valued Burkholder-Rosenthal inequalities to the non-martingale setting. Our results are new in both Hilbert spaces and 2-smooth Banach spaces. Applications to stochastic evolution equations will be discussed as well. Here we prove the existence of continuous modifications and convergence of discretization schemes in time.