Ornstein-Uhlenbeck processes driven by cylindrical Lévy processes
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Publication:2346360
DOI10.1007/s11118-014-9458-xzbMath1332.60026arXiv1212.3832OpenAlexW2022782468MaRDI QIDQ2346360
Publication date: 1 June 2015
Published in: Potential Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1212.3832
Ornstein-Uhlenbeck processstochastic integrationstochastic integralstochastic evolution equationcylindrical Lévy process
Processes with independent increments; Lévy processes (60G51) Generalized stochastic processes (60G20) Stochastic integrals (60H05) Probability theory on linear topological spaces (60B11)
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