Stochastic integration with respect to canonical α-stable cylindrical Lévy processes
Author:
Affiliation:
1. Department of Mathematics, King’s College London, London WC2R 2LS, United Kingdom
Publisher
Institute of Mathematical Statistics
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference37 articles.
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3. Z. Brzeźniak, B. Goldys, P. Imkeller, S. Peszat, E. Priola, and J. Zabczyk. Time irregularity of generalized Ornstein-Uhlenbeck processes. C. R. Math. Acad. Sci. Paris, 348(5-6):273–276, 2010.
4. G. Da Prato and J. Zabczyk. Stochastic Equations in Infinite Dimensions. Encyclopedia of Mathematics and its Applications. Cambridge University Press, Cambridge, 1992.
5. C. Dellacherie and P. A. Meyer. Probabilities and potential. North-Holland Publishing Co., Amsterdam, 1978.
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1. SPDEs driven by standard symmetric α-stable cylindrical Lévy processes: Existence, Lyapunov functionals and Itô formula;Electronic Journal of Probability;2024-01-01
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