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

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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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Probability, 60G44, 60G45, 60G57, 60G51, 60H05, 60J75

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http://salesiana.dossiersoluciones.com/handle/123456789/221066

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/0902.2114
 http://arxiv.org/abs/0902.2114

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arXiv