Abstract
Necessary and sufficient conditions for Hölder continuity of Hilbert space valued martingales are given in terms of the associated quadratic variation. As an application one obtains a sufficient condition for a mild solution of a stochastic evolution equation to have a continuous version if the semigroup governing this equation is analytic. Further we derive Levy's modulus of continuity for the Hilbert space valued stochastic integral with the Wiener process as integrator and obtain a generalization of the loglog law for that integral.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
