Maximal inequality of Stochastic convolution driven by Poisson random measure on Banach spaces

Research output: Working paper

Standard

Maximal inequality of Stochastic convolution driven by Poisson random measure on Banach spaces. / Brzezniak, Zdzislaw; Hausenblas, Erika; Zhu, Jiahui.

2010.

Research output: Working paper

Harvard

Brzezniak, Z, Hausenblas, E & Zhu, J 2010 'Maximal inequality of Stochastic convolution driven by Poisson random measure on Banach spaces'. <http://arxiv.org/abs/1005.1600>

APA

Brzezniak, Z., Hausenblas, E., & Zhu, J. (2010). Maximal inequality of Stochastic convolution driven by Poisson random measure on Banach spaces. http://arxiv.org/abs/1005.1600

Vancouver

Brzezniak Z, Hausenblas E, Zhu J. Maximal inequality of Stochastic convolution driven by Poisson random measure on Banach spaces. 2010 May.

Author

Brzezniak, Zdzislaw ; Hausenblas, Erika ; Zhu, Jiahui. / Maximal inequality of Stochastic convolution driven by Poisson random measure on Banach spaces. 2010.

Bibtex - Download

@techreport{a26cdfc29b73410bb23fc83d851d7fe9,
title = "Maximal inequality of Stochastic convolution driven by Poisson random measure on Banach spaces",
abstract = "Assume that $E$ is an $M$-type $p$ Banach space with $q$-th, $q\geq p$, power of the norm is of $C^2$-class. We consider the stochastic convolution $$u(t)=\int_0^t\int_ZS(t-s)\xi(s,z)\tilde{N}(ds,dz),$$ where $S$ is a $C_0$-semigroup of contractions on $E$ and $\tilde{N}$ is a compensated Poisson random measure. We derive a maximal inequality for a c\`{a}dl\`{a}g modification $\tilde{u}$ of $u$, $$\E\sup_{0\leq s\leq t}|\tilde{u}(s)|_E^{q'}\leq C\ \E\left(\int_0^t\int_Z|\xi(s,z)|_E^{p}N(ds,dz)\right)^{\frac{q'}{p}},$$ for every $00$. ",
author = "Zdzislaw Brzezniak and Erika Hausenblas and Jiahui Zhu",
year = "2010",
month = may,
language = "Undefined/Unknown",
type = "WorkingPaper",

}

RIS (suitable for import to EndNote) - Download

TY - UNPB

T1 - Maximal inequality of Stochastic convolution driven by Poisson random measure on Banach spaces

AU - Brzezniak, Zdzislaw

AU - Hausenblas, Erika

AU - Zhu, Jiahui

PY - 2010/5

Y1 - 2010/5

N2 - Assume that $E$ is an $M$-type $p$ Banach space with $q$-th, $q\geq p$, power of the norm is of $C^2$-class. We consider the stochastic convolution $$u(t)=\int_0^t\int_ZS(t-s)\xi(s,z)\tilde{N}(ds,dz),$$ where $S$ is a $C_0$-semigroup of contractions on $E$ and $\tilde{N}$ is a compensated Poisson random measure. We derive a maximal inequality for a c\`{a}dl\`{a}g modification $\tilde{u}$ of $u$, $$\E\sup_{0\leq s\leq t}|\tilde{u}(s)|_E^{q'}\leq C\ \E\left(\int_0^t\int_Z|\xi(s,z)|_E^{p}N(ds,dz)\right)^{\frac{q'}{p}},$$ for every $00$.

AB - Assume that $E$ is an $M$-type $p$ Banach space with $q$-th, $q\geq p$, power of the norm is of $C^2$-class. We consider the stochastic convolution $$u(t)=\int_0^t\int_ZS(t-s)\xi(s,z)\tilde{N}(ds,dz),$$ where $S$ is a $C_0$-semigroup of contractions on $E$ and $\tilde{N}$ is a compensated Poisson random measure. We derive a maximal inequality for a c\`{a}dl\`{a}g modification $\tilde{u}$ of $u$, $$\E\sup_{0\leq s\leq t}|\tilde{u}(s)|_E^{q'}\leq C\ \E\left(\int_0^t\int_Z|\xi(s,z)|_E^{p}N(ds,dz)\right)^{\frac{q'}{p}},$$ for every $00$.

M3 - Working paper

BT - Maximal inequality of Stochastic convolution driven by Poisson random measure on Banach spaces

ER -