Radonifying operators and infinitely divisible Wiener integrals

zbMATH Open1340.60078arXiv1506.05142MaRDI QIDQ3464095FDOQ3464095

Authors: M. Riedle 

Publication date: 20 January 2016

Abstract: In this article we illustrate the relation between the existence of Wiener integrals with respect to a Levy process in a separable Banach space and radonifying operators. For this purpose, we introduce the class of theta-radonifying operators, i.e. operators which map a cylindrical measure theta to a genuine Radon measure. We study this class of operators for various examples of infinitely divisible cylindrical measures theta and highlight the differences from the Gaussian case.

Full work available at URL: https://arxiv.org/abs/1506.05142

Recommendations

• Stochastic integration with respect to cylindrical Lévy processes in Hilbert spaces: an \(L^{2}\) approach
• Radonification problem for cylindrical measures on tensor products of Banach spaces
• Lévy processes and stochastic integrals in Banach spaces
• RADONIFICATION OF CYLINDRICAL SEMIMARTINGALES BY A SINGLE HILBERT–SCHMIDT OPERATOR
• Wiener functionals of second order and their Lévy measures

zbMATH Keywords

reproducing kernel Hilbert spaceinfinitely divisiblestochastic integralcylindrical measure

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Stochastic integrals (60H05) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Linear operators in reproducing-kernel Hilbert spaces (including de Branges, de Branges-Rovnyak, and other structured spaces) (47B32)

Cited In (1)

• Radonification of a cylindrical Lévy process

This page was built for publication: Radonifying operators and infinitely divisible Wiener integrals

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3464095)