@article{ad82d864a336401bb3d4d6ae33d178fa,
title = "Exponential integrability of stochastic convolutions",
abstract = "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.",
author = "Jan Seidler and Takuya Sobukawa",
note = "Funding Information: This work was supported in part by GA CR grant 201/01/1197. The second author was also partially supported by the Bilateral Exchange Program of the Japan Society of Promotion of Science and the Czech Academy of Sciences.",
year = "2003",
month = feb,
doi = "10.1112/S0024610702003745",
language = "English",
volume = "67",
pages = "245--258",
journal = "Journal of the London Mathematical Society",
issn = "0024-6107",
publisher = "Oxford University Press",
number = "1",
}