Regularity of an abstract Wiener integral

DOI10.1016/J.SPA.2022.09.002MaRDI QIDQ2093695zbMATH OpenOpenAlexWikidataFDO

Authors Brice Hannebicque, Erick Herbin

Publication date 27 October 2022

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spa.2022.09.002

zbMATH Keywords

Hölder regularityLévy processrandom measuresample path propertiesset-indexed processstationaritystochastic integral

Mathematics Subject Classification ID

General theory of stochastic processes (60G07) Stationary stochastic processes (60G10) Sample path properties (60G17) Generalized stochastic processes (60G20) Processes with independent increments; Lévy processes (60G51) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Random measures (60G57) Stochastic integrals (60H05)

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Cited in

(2)

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