Law equivalence of Ornstein–Uhlenbeck processes driven by a Lévy process-Reference-Cited by-同舟云学术

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Law equivalence of Ornstein–Uhlenbeck processes driven by a Lévy process

Published:2019-09 Issue:5 Volume:30 Page:796-804
ISSN:0019-3577
Container-title:Indagationes Mathematicae
language:en
Short-container-title:Indagationes Mathematicae

Author:

Bartosz Grzegorz,Kania Tomasz^ORCID

Funder

GAČR

RVO

Publisher

Elsevier BV

Subject

General Mathematics

Reference19 articles.

1. Lévy Processes and Stochastic Calculus;Applebaum,2004

2. Lévy processes and stochastic integrals in Banach Spaces;Applebaum;Probab. Math. Statist.,2007

3. Measure Theory, Volume II;Bogachev,2006

4. Equivalence of Banach space-valued Ornstein–Uhlenbeck processes;Brzeźniak;Stoch. Stoch. Rep.,2000

5. Stochastic Equations in Infinite Dimensions;Da Prato,1992

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