Itô’s Formula for Banach-space-valued Jump Processes Driven by Poisson Random Measures

DOI10.1007/978-3-0348-0545-2_7zbMath1288.60067OpenAlexW94677590MaRDI QIDQ5746521

Stefan Tappe, Barbara Rüdiger, Vidyadhar Mandrekar

Publication date: 19 February 2014

Published in: Seminar on Stochastic Analysis, Random Fields and Applications VII (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-0348-0545-2_7

zbMATH Keywords

stochastic integralPoisson random measureItō's formulaBanach space of M-type 2

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic integrals (60H05)

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