Stochastic integration with respect to cylindrical Lévy processes by \(p\)-summing operators

DOI10.1007/s10959-019-00978-xOpenAlexW2997241975MaRDI QIDQ2224971

Tomasz Kosmala, Markus Riedle

Publication date: 4 February 2021

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1912.04029

zbMATH Keywords

stochastic partial differential equationsstochastic integration in Banach spaces\(p\)-summing operatorscylindrical Lévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Linear operators belonging to operator ideals (nuclear, (p)-summing, in the Schatten-von Neumann classes, etc.) (47B10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Measure (Gaussian, cylindrical, etc.) and integrals (Feynman, path, Fresnel, etc.) on manifolds (46T12)

Related Items (3)

Modulation and Amplitude Equations on Bounded Domains for Nonlinear SPDEs Driven by Cylindrical $\alpha$-stable Lévy Processes ⋮ Unnamed Item ⋮ Stochastic integration with respect to cylindrical semimartingales

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