On maximal inequalities for Ornstein-Uhlenbeck processes with jumps

Получены моментные и экспоненциальные неравенства для максимума обобщенного процесса Орнштейна-Уленбека при некоторых предположениях на хвосты распределения скачкообразной компоненты.

Maximal inequalities for stochastic convolutions in 2-smooth Banach spaces and applications to stochastic evolution equations

This paper presents a survey of maximal inequalities for stochastic convolutions in 2-smooth Banach spaces and their applications to stochastic evolution equations. This article is part of the theme issue ‘Semigroup applications everywhere’.

Maximal Inequalities for Fractional Brownian Motion with Variable Drift

Let BH be a fractional Brownian motion with H∈ (0, 1) and g be a deterministic function. We study the asymptotic behaviour of the tail probability as for fixed x and as for fixed T. Our results partially generalise those obtained by Prakasa Rao in [1].