Jsou zkoumány stochastické konvoluce s kontraktivní semigrupou, řízené lokálním martingalem v Hilbertově prostoru. Jsou podány velmi jednoduché důkazy maximální nerovnosti a exponenciální integrovatelnosti pomocí unitárních dilatací a Zygmundovy extrapolační věty. (cs)
Stochastic convolutions driven by a local martingale in a Hilbert space are studied in the case when the semigroup is contractive. Very simple proofs of the maximal inequality and exponential tail estimates are given by using unitary dilations and Zygmund's extrapolation theorem
Stochastic convolutions driven by a local martingale in a Hilbert space are studied in the case when the semigroup is contractive. Very simple proofs of the maximal inequality and exponential tail estimates are given by using unitary dilations and Zygmund's extrapolation theorem (en)