×

zbMATH — the first resource for mathematics

Maximal inequalities for stochastic convolutions driven by compensated Poisson random measures in Banach spaces. (English. French summary) Zbl 1372.60075
In this paper, the maximal inequalities for stochastic convolutions driven by compensated Poisson random measures in some separable Banach spaces are proved using the properties of the stochastic integral with respect to a compensated Poisson random measure.

MSC:
60H05 Stochastic integrals
60G57 Random measures
60H15 Stochastic partial differential equations (aspects of stochastic analysis)
60F10 Large deviations
60J75 Jump processes (MSC2010)
PDF BibTeX XML Cite
Full Text: DOI Euclid