Stochastic Integrals and the Lévy–Ito Decomposition Theorem on Separable Banach Spaces

DOI10.1081/SAP-200026429zbMath1071.60032MaRDI QIDQ4678733

Barbara Rüdiger, Sergio A. Albeverio

Publication date: 23 May 2005

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

Banach spaces; Lévy processes; Lévy-Itô decompositions

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

60H05: Stochastic integrals

46B09: Probabilistic methods in Banach space theory