Poisson stochastic integration in Banach spaces

DOI10.1214/EJP.v18-2945zbMath1285.60049arXiv1307.7901MaRDI QIDQ388999

Sjoerd Dirksen, Jan Maas, J. M. A. M. van Neerven

Publication date: 17 January 2014

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1307.7901

zbMATH Keywords

Malliavin calculusstochastic integrationPoisson random measureUMD Banach spacesClark-Ocone representation theoremmartingale typestochastic convolutions

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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Stochastic integration in quasi-Banach spaces ⋮ Regularity of stochastic integral equations driven by Poisson random measures ⋮ On Maximal Inequalities for Purely Discontinuous Martingales in Infinite Dimensions ⋮ Schauder estimates for stochastic transport-diffusion equations with Lévy processes ⋮ Weak convergence of Galerkin approximations of stochastic partial differential equations driven by additive Lévy noise ⋮ On the martingale decompositions of Gundy, Meyer, and Yoeurp in infinite dimensions ⋮ A Kolmogorov-type theorem for stochastic fields ⋮ Weak martingale solutions for the stochastic nonlinear Schrödinger equation driven by pure jump noise ⋮ Maximal Inequalities and Exponential Estimates for Stochastic Convolutions Driven by Lévy-type Processes in Banach Spaces with Application to Stochastic Quasi-Geostrophic Equations

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