Stochastic integration in Hilbert spaces with respect to cylindrical martingale-valued measures

zbMath1469.60172arXiv2001.09080MaRDI QIDQ5009802

Anddy E. Alvarado-Solano, Christian A. Fonseca-Mora

Publication date: 6 August 2021

Full work available at URL: https://arxiv.org/abs/2001.09080

zbMATH Keywords

stochastic partial differential equationsstochastic integrationcylindrical Lévy processescylindrical martingale-valued measures

Mathematics Subject Classification ID

Generalized stochastic processes (60G20) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Probability theory on linear topological spaces (60B11)

Related Items (1)

Radonification of a cylindrical Lévy process

Cites Work

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