Stochastic integration with respect to cylindrical Lévy processes by p-summing operators

DOI10.1007/S10959-019-00978-XOpenAlexW2997241975MaRDI QIDQ2224971FDOQ2224971

M. Riedle, Tomasz Kosmala

Publication date: 4 February 2021

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1912.04029

zbMATH Keywords

stochastic partial differential equationsstochastic integration in Banach spaces\(p\)-summing operatorscylindrical Lévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Linear operators belonging to operator ideals (nuclear, (p)-summing, in the Schatten-von Neumann classes, etc.) (47B10) Measure (Gaussian, cylindrical, etc.) and integrals (Feynman, path, Fresnel, etc.) on manifolds (46T12)

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Cited In (5)

• Stochastic integration with respect to cylindrical L\'evy processes by p-summing operators
• Title not available (Why is that?)
• Modulation and Amplitude Equations on Bounded Domains for Nonlinear SPDEs Driven by Cylindrical $\alpha$-stable Lévy Processes
• Stochastic integration with respect to cylindrical semimartingales
• Cumulant operators for Lie-Wiener-Itô-Poisson stochastic integrals

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