Burkholder-davis-gundy Type Inequalities of the Itô Stochastic Integral with Respect to Lévy Noise on Banach Spaces
نویسنده
چکیده
Let us assume that (S,S) is a metric space with Borel σ algebra S and η̃ is a time homogeneous compensated Poisson randommeasure defined on a filtered probability space (Ω;F ; (Ft)0≤t<∞;P) with intensity measure ν on S, to be specified later. Let us assume that 1 < p ≤ 2, E is a Banach space of martingale type p, see e.g. the Appendix of [7] for a definition. We consider in the following the Itô stochastic integral I = {I(t), 0 ≤ t < ∞} driven by the compensated Poisson random measure η̃, i.e.
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Burkholder-davis-gundy Type Inequalities of the Itô Stochastic Integral with Respect to Lévy Noise on Banach Spaces
Let us assume that (S,S) is a metric space with Borel σ algebra S and η̃ is a time homogeneous compensated Poisson random measure defined on a filtered probability space (Ω;F ; (Ft)0≤t<∞;P) with intensity measure ν on S, to be specified later. Let us assume that 1 < p ≤ 2, E is a Banach space of martingale type p, see e.g. the Appendix of [7] for a definition. We consider in the following the It...
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