Stochastic integration respect a cylindrical martingale-Lévy process with second moments

DOI10.1515/ROSE-2024-2027MaRDI QIDQ6643463

Anddy E. Alvarado-Solano

Publication date: 26 November 2024

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

zbMATH Keywords

Lévy processesstochastic integrationcylindrical processesmartingale processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Generalized stochastic processes (60G20) Stochastic integrals (60H05) Probability theory on linear topological spaces (60B11)

Cites Work

• Title not available (Why is that?)
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• Stochastic partial differential equations: an introduction
• Stable cylindrical Lévy processes and the stochastic Cauchy problem
• Stochastic integration and stochastic PDEs driven by jumps on the dual of a nuclear space
• Cylindrical Lévy processes in Banach spaces
• Lévy Processes and Stochastic Calculus
• Stochastic integration in Hilbert spaces with respect to cylindrical martingale-valued measures
• Stochastic Partial Differential Equations with Levy Noise
• Radonification of a cylindrical Lévy process

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