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

DOI10.1007/S11118-010-9210-0zbMATH Open1247.60079OpenAlexW2014605781WikidataQ59225678 ScholiaQ59225678MaRDI QIDQ639996FDOQ639996

Authors: 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

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zbMATH Keywords

Poisson random measuresstochastic integral of jump type

Mathematics Subject Classification ID

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

Cites Work

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Cited In (8)

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

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