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

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math.PR2009★ 8 cited

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

Erika Hausenblas

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.

math.PR2007

Maximal regularity for stochastic convolutions driven by Levy noise

Zdzislaw Brzeźniak, Erika Hausenblas

We show that the result from Da Prato and Lunardi is valid for stochastic convolutions driven by Lévy processes.