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arXiv · 1907.11867

Maximal inequalities and exponential estimates for stochastic convolutions driven by Lévy-type processes in Banach spaces with application to stochastic quasi-geostrophic equations

Jiahui Zhu·Zdzisław Brzeźniak·Wei Liu
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Abstract

We present remarkably simple proofs of Burkholder-Davis-Gundy inequalities for stochastic integrals and maximal inequalities for stochastic convolutions in Banach spaces driven by Lévy-type processes. Exponential estimates for stochastic convolutions are obtained and two versions of Itô's formula in Banach spaces are also derived. Based on the obtained maximal inequality, the existence and uniqueness of mild solutions of stochastic quasi-geostrophic equation with Lévy noise is established.

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Jiahui Zhu, Zdzisław Brzeźniak, Wei Liu. 2019-07-27. Maximal inequalities and exponential estimates for stochastic convolutions driven by Lévy-type processes in Banach spaces with application to stochastic quasi-geostrophic equations. https://doi.org/10.1137/18m1169011

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