Abstract
AbstractWe introduce a stochastic integral with respect to cylindrical Lévy processes with finite p-th weak moment for $$p\in [1,2]$$
p
∈
[
1
,
2
]
. The space of integrands consists of p-summing operators between Banach spaces of martingale type p. We apply the developed integration theory to establish the existence of a solution for a stochastic evolution equation driven by a cylindrical Lévy process.
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
4 articles.
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