Maximal inequalities of the Itô integral with respect to Poisson random measures or Lévy processes on Banach spaces

DOI10.1007/S11118-010-9210-0zbMath1247.60079OpenAlexW2014605781WikidataQ59225678 ScholiaQ59225678MaRDI QIDQ639996

Erika Hausenblas

Publication date: 11 October 2011

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11118-010-9210-0

zbMATH Keywords

Poisson random measuresstochastic integral of jump type

Mathematics Subject Classification ID

Stochastic integrals (60H05) Random measures (60G57)

Related Items (8)

Regularity of stochastic integral equations driven by Poisson random measures ⋮ Schauder estimates for stochastic transport-diffusion equations with Lévy processes ⋮ Integrability and Regularity of the Flow of Stochastic Differential Equations with Jumps ⋮ Local characteristics and tangency of vector-valued martingales ⋮ Ergodic boundary and point control for linear stochastic PDEs driven by a cylindrical Lévy process ⋮ A Kolmogorov-type theorem for stochastic fields ⋮ Maximal Inequalities and Exponential Estimates for Stochastic Convolutions Driven by Lévy-type Processes in Banach Spaces with Application to Stochastic Quasi-Geostrophic Equations ⋮ Global solutions to stochastic Volterra equations driven by Lévy noise

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