Stochastic integration with respect to cylindrical Lévy processes

DOI10.1214/16-AOP1164zbMath1390.60192arXiv1509.04038OpenAlexW2962792311WikidataQ115597829 ScholiaQ115597829MaRDI QIDQ682265

Adam Jakubowski, Markus Riedle

Publication date: 14 February 2018

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1509.04038

zbMATH Keywords

stochastic integrationrandom measurescylindrical Brownian motioncylindrical Lévy processesdecoupled tangent sequence

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Generalized stochastic processes (60G20) Stochastic integrals (60H05) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Probability theory on linear topological spaces (60B11)

Related Items (11)

Stochastic evolution equations driven by cylindrical stable noise ⋮ Stochastic integration in Hilbert spaces with respect to cylindrical martingale-valued measures ⋮ The stochastic Cauchy problem driven by a cylindrical Lévy process ⋮ Semimartingales on duals of nuclear spaces ⋮ Unnamed Item ⋮ Stochastic integration with respect to cylindrical Lévy processes by \(p\)-summing operators ⋮ Stable limits for Markov chains via the principle of conditioning ⋮ Variational solutions of stochastic partial differential equations with cylindrical Lévy noise ⋮ Stochastic integration with respect to cylindrical semimartingales ⋮ Stochastic turbulence for Burgers equation driven by cylindrical Lévy process ⋮ Stochastic integration with respect to canonical \(\alpha\)-stable cylindrical Lévy processes

This page was built for publication: Stochastic integration with respect to cylindrical Lévy processes