Explicit representation of strong solutions of SDEs driven by infinite-dimensional Lévy processes
type: Item
instance of: scholarly article
title: Explicit representation of strong solutions of SDEs driven by infinite-dimensional Lévy processes
zbMATH Open document ID: 1197.60054
author: Thilo Meyer-Brandis
author: F. Proske
published in: Journal of Theoretical Probability
publication date: 2010-04-23T00:00:00Z
full work available at URL: http://hdl.handle.net/10852/10507
review text: Developing a white noise framework for Lévy processes on Hilbert spaces, the authors study strong solutions of SDEs driven by such processes. This framework allows the explicit construction of the global strong solution.
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60G51
Mathematics Subject Classification ID: 60H40
zbMATH DE Number: 5700619
zbMATH Keywords: Lévy processes
zbMATH Keywords: stochastic differential equations
zbMATH Keywords: white noise analysis
reviewed by: Andrew Dale
MaRDI profile type: Publication
OpenAlex ID: W1997358974
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DOI: 10.1007/S10959-009-0226-6
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description: scientific article; zbMATH DE number 5700619