On maximal inequalities for purely discontinuous martingales in infinite dimensions

DOI10.1007/978-3-319-11970-0_10zbMATH Open1390.60164arXiv1308.2648OpenAlexW2119477089MaRDI QIDQ4568489FDOQ4568489

Authors: Carlo Marinelli, Michael Röckner 

Publication date: 21 June 2018

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Abstract: The purpose of this paper is to give a survey of a class of maximal inequalities for purely discontinuous martingales, as well as for stochastic integral and convolutions with respect to Poisson measures, in infinite dimensional spaces. Such maximal inequalities are important in the study of stochastic partial differential equations with noise of jump type.

Full work available at URL: https://arxiv.org/abs/1308.2648

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Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Generalizations of martingales (60G48)

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