On Maximal Inequalities for Purely Discontinuous Martingales in Infinite Dimensions

被引：34
作者：
Marinelli, Carlo [1 ]
Roeckner, Michael [2 ]
机构：
[1] UCL, Dept Math, London WC1E 6BT, England
[2] Univ Bielefeld, Fak Math, Bielefeld, Germany
来源：
SEMINAIRE DE PROBABILITES XLVI | 2014年 / 2123卷
关键词：
WELL-POSEDNESS; EQUATIONS; DRIVEN; DIFFUSION;
D O I：
10.1007/978-3-319-11970-0_10
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
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.
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收藏
页码：293 / 315
页数：23
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