pith. sign in

arxiv: 1308.2648 · v1 · pith:WZJ753ODnew · submitted 2013-08-12 · 🧮 math.PR

On maximal inequalities for purely discontinuous martingales in infinite dimensions

classification 🧮 math.PR
keywords inequalitiesmaximaldiscontinuousinfinitemartingalespurelystochasticclass
0
0 comments X
read the original abstract

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.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.