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

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

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