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. Suchmaximal inequalities are important in the study of stochastic partial differential equations with noise of jump type.
CITATION STYLE
Marinelli, C., & Röckner, M. (2014). On maximal inequalities for purely discontinuous martingales in infinite dimensions. Lecture Notes in Mathematics, 2123, 293–315. https://doi.org/10.1007/978-3-319-11970-0_10
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