Sufficient conditions are found for stochastic convolution integrals driven by a Wiener process in a Hubert space to belong to the Orlicz space exp L2; standard exponential tail estimates follow from these results. Proofs are based on the extrapolation theory and are rather simple.
|Number of pages||14|
|Journal||Journal of the London Mathematical Society|
|Publication status||Published - 2003 Feb|
ASJC Scopus subject areas