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Some inequalities for martingales and stochastic convolutions. (English) Zbl 0622.60066
The paper contains useful improvements of maximal inequalities for Hilbert space valued martingales and stochastic convolution integrals. The possibly smoothing property of the semigroup in the latter case is not used.
Reviewer: P.Kotelenez

60H15 Stochastic partial differential equations (aspects of stochastic analysis)
60G44 Martingales with continuous parameter
Full Text: DOI
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