On Maximal Inequalities for Purely Discontinuous Martingales in Infinite Dimensions

By Carlo Marinelli, Michael Röckner. 2013

70 citations recorded by the source corpus.

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.

Subfields: Applied Mathematics, Finance, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/99a6569030b52086279a2037f717637042d5fee4

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In Applied Mathematics

1. Eduardo Abi Jaber
2. Sergio Pulido
3. Christa Cuchiero
4. Martin Larsson

In Finance

1. Eduardo Abi Jaber
2. Christa Cuchiero
3. Martin Larsson
4. Sergio Pulido
5. Omar El Euch

In Mathematical Physics

1. Eduardo Abi Jaber
2. Sergio Pulido
3. Christa Cuchiero
4. Martin Larsson

Citations in the corpus

• A weak solution theory for stochastic Volterra equations of convolution type (2019, background): “We refer to Marinelli and Röckner (2014) for a historical survey of these maximal inequalities.”