A note on maximal estimates for stochastic convolutions
Mark Veraar, Lutz Weis

TL;DR
This paper introduces a new sufficient condition ensuring the pathwise continuity of stochastic convolutions in Banach spaces, which is crucial for understanding regularity in stochastic partial differential equations.
Contribution
It provides a novel criterion for pathwise regularity of stochastic convolutions, advancing the theoretical understanding in stochastic PDE analysis.
Findings
New sufficient condition for pathwise continuity
Applicable to Banach space-valued stochastic convolutions
Enhances regularity analysis in stochastic PDEs
Abstract
In stochastic partial differential equations it is important to have pathwise regularity properties of stochastic convolutions. In this note we present a new sufficient condition for the pathwise continuity of stochastic convolutions in Banach spaces.
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Taxonomy
TopicsStochastic processes and financial applications · Advanced Banach Space Theory · Advanced Harmonic Analysis Research
