The Itō integral with respect to an infinite dimensional Lévy process: a series approach

DOI10.1155/2013/703769zbMath1268.60078arXiv1907.01450OpenAlexW2029320014WikidataQ58993609 ScholiaQ58993609MaRDI QIDQ1952466

Stefan Tappe

Publication date: 31 May 2013

Published in: International Journal of Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1907.01450

zbMATH Keywords

Hilbert space valued Lévy processinfinite-dimensional Itō integral

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Related Items (1)

Infinite-dimensional bilinear and stochastic balanced truncation with explicit error bounds

Cites Work

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