Differential equations driven by Lévy white noise in spaces of Hilbert space-valued stochastic distributions

DOI10.1080/17442500701661729zbMath1151.60030OpenAlexW2094262113MaRDI QIDQ3518570

Thilo Meyer-Brandis

Publication date: 8 August 2008

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10852/10563

zbMATH Keywords

Lévy processesevolution equationsWhite noiseHilbert-space-valued stochastic distributions

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) White noise theory (60H40)

Related Items (2)

Orthogonal intertwiners for infinite particle systems in the continuum ⋮ Existence of Lévy term structure models

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