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

DOI10.1007/s11118-010-9210-0zbMath1247.60079OpenAlexW2014605781WikidataQ59225678 ScholiaQ59225678MaRDI QIDQ639996

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

zbMATH Keywords

Poisson random measuresstochastic integral of jump type

Mathematics Subject Classification ID

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

Related Items (8)

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

Cites Work

• Maximal regularity for stochastic convolutions driven by Lévy processes
• Stochastic integration for Lévy processes with values in Banach spaces
• Regular dependence on initial data for stochastic evolution equations with multiplicative Poisson noise
• The Malliavin calculus for pure jump processes and applications to local time
• Distribution function inequalities for martingales
• Type, cotype and Levy measures in Banach spaces
• Stochastic partial differential equations in \(M\)-type 2 Banach spaces
• The Euler scheme for Lévy driven stochastic differential equations
• On a convex function inequality for martingales
• Stochastic integration in UMD Banach spaces
• On the integrability of the martingale square function
• Stochastic Integrals and the Lévy–Ito Decomposition Theorem on Separable Banach Spaces
• Stochastic integration with respect to compensated Poisson random measures on separable Banach spaces
• Lévy Processes and Stochastic Calculus
• Stochastic Partial Differential Equations with Levy Noise
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Maximal inequalities of the Itô integral with respect to Poisson random measures or Lévy processes on Banach spaces