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.