E. Hausenblas, University of Salzburg, Institute of Mathematics, Hellbrunnerstr. 34, 5020 Salzburg, Austria, e-mail: erika.hausenblas@sbg.ac.at; J. Seidler, Mathematical Institute, Academy of Sciences, Zitna 25, 115 67 Praha 1, Czech Republic, e-mail: seidler@math.cas.cz
Abstract: Using unitary dilations we give a very simple proof of the maximal inequality for a stochastic convolution
\int^t_0 S(t-s)\psi(s)\dd W(s)
driven by a Wiener process $W$ in a Hilbert space in the case when the semigroup $S(t)$ is of contraction type.
Keywords: infinite-dimensional Wiener process, stochastic convolution, maximal inequality
Classification (MSC 2000): 60H15
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