Itô isomorphisms for $L^{p}$-valued Poisson stochastic integrals

Abstract

Motivated by the study of existence, uniqueness and regularity of solutions to stochastic partial differential equations driven by jump noise, we prove Itô 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.

Cite this work

No public copy is stored for this record, so only the metadata is cited.

Stored only when both papers are in the corpus — 21 citations exist upstream.

Papers that cite the same references — the relational fallback while embeddings are still backfilling.