Cylindrical Lévy processes in Banach spaces

DOI10.1112/plms/pdq004zbMath1210.60012arXiv0905.2858OpenAlexW3101987109MaRDI QIDQ3059718

David Applebaum, Markus Riedle

Publication date: 26 November 2010

Published in: Proceedings of the London Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0905.2858

zbMATH Keywords

Cauchy problemreproducing kernel Hilbert spacecylindrical probability measurecylindrical Lévy processcylindrical invariant measurecylindrical Ornstein-Uhlenbeck process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) 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)

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