Existence and uniqueness of path wise solutions for stochastic integral equations driven by Lévy noise on separable Banach spaces

DOI10.1080/17442500600813140zbMath1119.60040MaRDI QIDQ3426281

Vidyadhar Mandrekar, Barbara Rüdiger

Publication date: 8 March 2007

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442500600813140

zbMATH Keywords

stochastic differential equation; Lévy process; martingale measure; compensated Poisson random measure; M-type 2 Banach space; stochastic integral on separable Banach space

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

60H05: Stochastic integrals

46B09: Probabilistic methods in Banach space theory

60G57: Random measures

47G99: Integral, integro-differential, and pseudodifferential operators

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Cites Work

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• Lévy Processes and Stochastic Calculus