Abstract
We give stopped Doob inequalities for p-th moment, 0<p<∞, of stochastic convolution integrals ∫(0,t] U(t,s)φ s − dM s in a Hilbert space, where M is a Hilbert space-valued cadlag square integrable martingale, φ is an operator-valued predictable process and U(t,s) is a contraction-type evolution operator. We also generalize the previous results and try to get smaller constants. 1This research was partially supported by Sharif University of Technology.
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