ITO ISOMORPHISMS FOR Lp-VALUED POISSON STOCHASTIC INTEGRALS

• 成果类型: Article
• 署名作者: Dirksen, Sjoerd
• 署名单位: University of Bonn
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/13-AOP906
• 发表日期: 2014
• 页码: 2595-2643
• 关键词: INEQUALITIES; khintchine

摘要

Motivated by the study of existence, uniqueness and regularity of solutions to stochastic partial differential equations driven by jump noise, we prove Ito isomorphisms for L-p-valued stochastic integrals with respect to a compensated Poisson random measure. The principal ingredients for the proof are novel Rosenthal type inequalities for independent random variables taking values in a (noncommutative) L-p-space, which may be of independent interest. As a by-product of our proof, we observe some moment estimates for the operator norm of a sum of independent random matrices.