Burkholder-Davis-Gundy type Inequalities of the It\^o stochastic integral with respect to Levy noise on Banach spaces
classification
🧮 math.PR
keywords
banachburkholder-davis-gundyinequalitiesintegrallevynoiserespectstochastic
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The aim of this note is to give some Burkholder-Davis-Gundy type inequalities which are valid for the Ito stochastic integral with respect to Banach valued Levy noise.
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