Burkholder-Davis-Gundy type Inequalities of the Itô stochastic integral with respect to Levy noise on Banach spaces

Abstract

The aim of this note is to give some Burkholder-Davis-Gundy type inequalities which are valid for the Ito stochastic integral with respect to Banach valued Levy noise.

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• Small noise asymptotic expansions for stochastic PDE's driven by dissipative nonlinearity and Lévy noise