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Jan 25, 2014 at 17:26 vote accept Alexander Shamov
Jan 24, 2014 at 14:40 comment added epsilon Please see p. 196 of the file: stt.msu.edu/CBMS2013/D_Khoshnevisan_Lecture.pdf
Jan 23, 2014 at 23:19 comment added Alexander Shamov Do you mean Theorem 5.27 in math.utah.edu/~davar/ps-pdf-files/SPDE.pdf? On the bottom of p.17 he says, in his notation, something equivalent to $\left(\phi\left(t\right)\right)^{1/p}\le a_{p}^{1/2}\left(\mathsf{E}\left\langle N\right\rangle _{t}^{p/2}\right)^{1/p}$, where $\phi\left(t\right)=\mathsf{E}\sup_{\left[0,t\right]}\left|N\right|^{p}$ and $a_{p}=\frac{p\left(p-1\right)}{2}\left(\frac{p}{p-1}\right)^{p}$. This seems to give the $O(p)$ bound that I was talking about, not $O(p^{1/2})$.
Jan 22, 2014 at 22:06 history answered epsilon CC BY-SA 3.0