Generalized Ornstein-Uhlenbeck processes on separable Banach spaces

MaRDI QIDQ3509343zbMATH OpenFDO

Authors V. S. Mandrekar, Barbara Rüdiger

Publication date 1 July 2008

zbMATH Keywords

additive processescompensated Poisson random measuresgeneralized Ornstein-Uhlenbeck processIto formulaM-type 2 Banach spacesmartingales measuresrandom Banach-valued functionsStochastic differential equationsstochastic integrals on separable Banach spaces

Mathematics Subject Classification ID

Probabilistic methods in Banach space theory (46B09) Integral, integro-differential, and pseudodifferential operators (47G99) Processes with independent increments; Lévy processes (60G51) Random measures (60G57) Stochastic integrals (60H05)

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Cited in

(3)

• Ornstein-Uhlenbeck processes in Hilbert space with non-Gaussian stochastic volatility
• Non-Symmetric Ornstein-Uhlenbeck Processes in Banach Space Via Dirichlet Forms
• ORNSTEIN–UHLENBECK PROCESSES IN BANACH SPACES AND THEIR SPECTRAL REPRESENTATIONS

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