Maximal Inequalities and Exponential Estimates for Stochastic Convolutions Driven by Lévy-type Processes in Banach Spaces with Application to Stochastic Quasi-Geostrophic Equations

DOI10.1137/18M1169011zbMath1419.60052arXiv1907.11867OpenAlexW3104179995WikidataQ115525599 ScholiaQ115525599MaRDI QIDQ5231304

Wei Liu, Zdzisław Brzeźniak, Jiahui Zhu

Publication date: 26 August 2019

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1907.11867

zbMATH Keywords

maximal inequalityItô formulaexponential estimatestochastic convolutionBurkholder-Davis-Gundy inequalitymartingale type \(r\) Banach space

Mathematics Subject Classification ID

Smoothness and regularity of solutions to PDEs (35B65) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Probabilistic methods in Banach space theory (46B09)

Related Items (16)

Global existence for the stochastic Navier-Stokes equations with small \(L^p\) data ⋮ The stochastic Strichartz estimates and stochastic nonlinear Schrödinger equations driven by Lévy noise ⋮ Maximal inequalities for stochastic convolutions and pathwise uniform convergence of time discretisation schemes ⋮ Modulation and Amplitude Equations on Bounded Domains for Nonlinear SPDEs Driven by Cylindrical $\alpha$-stable Lévy Processes ⋮ Strong convergence in infinite time interval of tamed-adaptive Euler-Maruyama scheme for Lévy-driven SDEs with irregular coefficients ⋮ Global martingale weak solutions for the three-dimensional stochastic chemotaxis-Navier-Stokes system with Lévy processes ⋮ Well-posedness and large deviations for 2D stochastic Navier-Stokes equations with jumps ⋮ Local characteristics and tangency of vector-valued martingales ⋮ Local existence of strong solutions to the stochastic Navier-Stokes equations with \(L^p\) data ⋮ \(\mathbb{L}^p\)-solutions of deterministic and stochastic convective Brinkman-Forchheimer equations ⋮ \(\mathbb{L}^p\)-solutions for stochastic Navier-Stokes equations with jump noise ⋮ Stochastic Fubini theorem for jump noises in Banach spaces ⋮ Small time asymptotics for SPDEs with locally monotone coefficients ⋮ On \(L_p\)-solvability of stochastic integro-differential equations ⋮ A Kolmogorov-type theorem for stochastic fields ⋮ On Itô formulas for jump processes

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Poisson stochastic integration in Banach spaces
• A maximal inequality for stochastic convolutions in 2-smooth Banach spaces
• Itô isomorphisms for \(L^{p}\)-valued Poisson stochastic integrals
• Stochastic partial differential equations: an introduction
• Ten equivalent definitions of the fractional Laplace operator
• Exponential estimates for stochastic convolutions in 2-smooth Banach spaces
• Maximal inequalities of the Itô integral with respect to Poisson random measures or Lévy processes on Banach spaces
• Reflected symmetric \(\alpha\)-stable processes and regional fractional Laplacian
• Maximal regularity for stochastic convolutions driven by Lévy processes
• Semimartingales: A course on stochastic processes
• Martingales with values in uniformly convex spaces
• Stochastic partial differential equations in \(M\)-type 2 Banach spaces
• Gagliardo-Nirenberg inequalities and non-inequalities: the full story
• Theory of stochastic differential equations with jumps and applications.
• 2D stochastic Navier-Stokes equations driven by jump noise
• Sub and supercritical stochastic quasi-geostrophic equation
• Maximal inequalities for stochastic convolutions driven by compensated Poisson random measures in Banach spaces
• Stochastic integrals and BDG's inequalities in Orlicz-type spaces
• Large deviation principles for the stochastic quasi-geostrophic equations
• Strong solutions for SPDE with locally monotone coefficients driven by Lévy noise
• On the integrability of the martingale square function
• A note on maximal estimates for stochastic convolutions
• A Note on Maximal Inequality for Stochastic Convolutions
• An estimate of Burkholder type for stochastic processes defined by the stochastic integral
• Mild solutions of stochastic Navier‐Stokes equation with jump noise in ‐spaces
• Some inequalities for martingales and stochastic convolutions
• Regularity of solutions of linear stochastic equations in hilbert spaces
• A note on stochastic convolution
• On Discontinuous Martingales
• Geometry of Lebesgue-Bochner Function Spaces-Smoothness
• Uniqueness for stochastic evolution equations in Banach spaces
• Ergodicity for Infinite Dimensional Systems
• Fractionally Dissipative Stochastic Quasi-Geostrophic Type Equations on ${\mathbb{R}}^{d}$
• On some estimates of the remainder in Taylor's formula

This page was built for publication: Maximal Inequalities and Exponential Estimates for Stochastic Convolutions Driven by Lévy-type Processes in Banach Spaces with Application to Stochastic Quasi-Geostrophic Equations