On maximal inequalities for purely discontinuous martingales in infinite dimensions
classification
🧮 math.PR
keywords
inequalitiesmaximaldiscontinuousinfinitemartingalespurelystochasticclass
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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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