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Paper   IPM / M / 14456
School of Mathematics
  Title:   A maximal inequality for pth power of stochastic convolution integrals
  Author(s):  Erfan Salavati (Joint with B. Z. Zangeneh)
  Status:   Published
  Journal: J. Inequal. Appl.
  Year:  2016
  Pages:   DOI: 10.1186/s13660-016-1094-0
  Supported by:  IPM
We prove an inequality for the pth power of the norm of a stochastic convolution integral in a Hilbert space. The inequality is stronger than analogous inequalities in the literature in the sense that it is pathwise and not in expectation.

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